Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of -0.0060 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4381
Historical Volatility (Parkinson)	0.4278
Implied Volatility (Calls)	0.6053
Implied Volatility (Puts)	0.6039
Implied Volatility (Mean)	0.6046
Put-Call Implied Volatility Ratio	0.9977
Implied Volatility Skew	-0.0060
Option Statistics
Put-Call Ratio (Volume)	0.4646
Put-Call Ratio (Open Interest)	0.9576
Forward Price	949.19
Call Breakeven Price	1057.06
Put Breakeven Price	764.87
Option Breakeven Price	914.15