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.

Pfizer Inc. (PFE) had 60-Day Implied Volatility Skew of 0.0550 for 2023-02-07.

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

Figures for 2023-02-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2529
Historical Volatility (Parkinson)	0.1985
Implied Volatility (Calls)	0.2237
Implied Volatility (Puts)	0.2225
Implied Volatility (Mean)	0.2231
Put-Call Implied Volatility Ratio	0.9948
Implied Volatility Skew	0.0550
Option Statistics
Put-Call Ratio (Volume)	0.6550
Put-Call Ratio (Open Interest)	0.5110
Forward Price	43.90
Call Breakeven Price	48.10
Put Breakeven Price	39.87
Option Breakeven Price	45.12