Implied Volatility Skew (10-Day)

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

Pinnacle West Capital Corporation (PNW) had 10-Day Implied Volatility Skew of 0.0369 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1519
Historical Volatility (Parkinson)	0.1921
Implied Volatility (Calls)	0.1931
Implied Volatility (Puts)	0.1897
Implied Volatility (Mean)	0.1914
Put-Call Implied Volatility Ratio	0.9825
Implied Volatility Skew	0.0369
Option Statistics
Put-Call Ratio (Volume)	0.0146
Put-Call Ratio (Open Interest)	0.3577
Forward Price	75.23
Call Breakeven Price	77.19
Put Breakeven Price	69.77
Option Breakeven Price	75.24