Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0062 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1963
Historical Volatility (Parkinson)	0.1961
Implied Volatility (Calls)	0.2139
Implied Volatility (Puts)	0.2426
Implied Volatility (Mean)	0.2283
Put-Call Implied Volatility Ratio	1.1339
Implied Volatility Skew	0.0062
Option Statistics
Put-Call Ratio (Volume)	0.2181
Put-Call Ratio (Open Interest)	0.5508
Forward Price	37.86
Call Breakeven Price	43.44
Put Breakeven Price	34.40
Option Breakeven Price	40.13