Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0309 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2285
Historical Volatility (Parkinson)	0.2070
Implied Volatility (Calls)	0.3359
Implied Volatility (Puts)	0.3608
Implied Volatility (Mean)	0.3483
Put-Call Implied Volatility Ratio	1.0742
Implied Volatility Skew	0.0309
Option Statistics
Put-Call Ratio (Volume)	0.2056
Put-Call Ratio (Open Interest)	0.4639
Forward Price	117.92
Call Breakeven Price	127.09
Put Breakeven Price	109.88
Option Breakeven Price	121.83