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.

NVIDIA Corporation (NVDA) had 120-Day Implied Volatility Skew of -0.0013 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)	0.5192
Historical Volatility (Parkinson)	0.4185
Implied Volatility (Calls)	0.4858
Implied Volatility (Puts)	0.4856
Implied Volatility (Mean)	0.4857
Put-Call Implied Volatility Ratio	0.9997
Implied Volatility Skew	-0.0013
Option Statistics
Put-Call Ratio (Volume)	0.8357
Put-Call Ratio (Open Interest)	1.0977
Forward Price	929.69
Call Breakeven Price	1126.25
Put Breakeven Price	493.36
Option Breakeven Price	799.78