Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0080 for 2024-05-01.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2528
Historical Volatility (Parkinson)	0.2466
Implied Volatility (Calls)	0.2481
Implied Volatility (Puts)	0.2724
Implied Volatility (Mean)	0.2603
Put-Call Implied Volatility Ratio	1.0981
Implied Volatility Skew	0.0080
Option Statistics
Put-Call Ratio (Volume)	0.0357
Put-Call Ratio (Open Interest)	1.1753
Forward Price	113.34
Call Breakeven Price	123.96
Put Breakeven Price	103.22
Option Breakeven Price	112.93