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.

Oshkosh Corporation (OSK) had 20-Day Implied Volatility Skew of 0.0734 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2630
Historical Volatility (Parkinson)	0.1880
Implied Volatility (Calls)	0.2455
Implied Volatility (Puts)	0.2223
Implied Volatility (Mean)	0.2339
Put-Call Implied Volatility Ratio	0.9055
Implied Volatility Skew	0.0734
Option Statistics
Put-Call Ratio (Volume)	0.0577
Put-Call Ratio (Open Interest)	0.5308
Forward Price	119.22
Call Breakeven Price	123.53
Put Breakeven Price	105.63
Option Breakeven Price	117.32