Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Pfizer Inc. (PFE) 120-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2209
Historical Volatility (Parkinson)	0.2041
Implied Volatility (Calls)	0.2105
Implied Volatility (Puts)	0.3409
Implied Volatility (Mean)	0.2757
Put-Call Implied Volatility Ratio	1.6198
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3733
Put-Call Ratio (Open Interest)	0.8641
Forward Price	24.97
Call Breakeven Price	30.31
Put Breakeven Price	22.47
Option Breakeven Price	26.73