Implied Volatility Skew (120-Day)

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

ServiceNow, Inc. (NOW) had 120-Day Implied Volatility Skew of 0.0182 for 2024-05-08.

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

Figures for 2024-05-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2933
Historical Volatility (Parkinson)	0.2424
Implied Volatility (Calls)	0.3162
Implied Volatility (Puts)	0.3155
Implied Volatility (Mean)	0.3158
Put-Call Implied Volatility Ratio	0.9980
Implied Volatility Skew	0.0182
Option Statistics
Put-Call Ratio (Volume)	1.4350
Put-Call Ratio (Open Interest)	1.8384
Forward Price	733.83
Call Breakeven Price	845.86
Put Breakeven Price	611.33
Option Breakeven Price	697.42