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.

NVIDIA Corporation (NVDA) had 150-Day Implied Volatility Skew of 0.0008 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4773
Historical Volatility (Parkinson)	0.3755
Implied Volatility (Calls)	0.5057
Implied Volatility (Puts)	0.5045
Implied Volatility (Mean)	0.5051
Put-Call Implied Volatility Ratio	0.9977
Implied Volatility Skew	0.0008
Option Statistics
Put-Call Ratio (Volume)	0.8031
Put-Call Ratio (Open Interest)	1.2289
Forward Price	844.79
Call Breakeven Price	1049.86
Put Breakeven Price	442.13
Option Breakeven Price	714.87