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 -0.0032 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5198
Historical Volatility (Parkinson)	0.4177
Implied Volatility (Calls)	0.4852
Implied Volatility (Puts)	0.4858
Implied Volatility (Mean)	0.4855
Put-Call Implied Volatility Ratio	1.0012
Implied Volatility Skew	-0.0032
Option Statistics
Put-Call Ratio (Volume)	0.9666
Put-Call Ratio (Open Interest)	1.1449
Forward Price	960.06
Call Breakeven Price	1136.64
Put Breakeven Price	487.49
Option Breakeven Price	793.09