Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

National Grid Transco, PLC (NGG) had 150-Day Implied Volatility Skew of -0.0034 for 2022-12-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2936
Historical Volatility (Parkinson)	0.1555
Implied Volatility (Calls)	0.2445
Implied Volatility (Puts)	0.2843
Implied Volatility (Mean)	0.2644
Put-Call Implied Volatility Ratio	1.1628
Implied Volatility Skew	-0.0034
Option Statistics
Put-Call Ratio (Volume)	13.0000
Put-Call Ratio (Open Interest)	1.4199
Forward Price	64.09
Call Breakeven Price	66.70
Put Breakeven Price	53.22
Option Breakeven Price	59.24

Data from Quantcha