Implied Volatility Skew (10-Day)

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

NVIDIA Corporation (NVDA) had 10-Day Implied Volatility Skew of -0.0160 for 2024-05-14.

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

Figures for 2024-05-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3047
Historical Volatility (Parkinson)	0.4653
Implied Volatility (Calls)	0.7510
Implied Volatility (Puts)	0.7441
Implied Volatility (Mean)	0.7476
Put-Call Implied Volatility Ratio	0.9907
Implied Volatility Skew	-0.0160
Option Statistics
Put-Call Ratio (Volume)	0.7693
Put-Call Ratio (Open Interest)	0.8364
Forward Price	915.32
Call Breakeven Price	1043.33
Put Breakeven Price	753.52
Option Breakeven Price	911.33