Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0020 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)	0.2228
Historical Volatility (Parkinson)	0.1899
Implied Volatility (Calls)	0.1349
Implied Volatility (Puts)	0.2254
Implied Volatility (Mean)	0.1802
Put-Call Implied Volatility Ratio	1.6716
Implied Volatility Skew	0.0020
Option Statistics
Put-Call Ratio (Volume)	0.2941
Put-Call Ratio (Open Interest)	0.3069
Forward Price	75.11
Call Breakeven Price	83.19
Put Breakeven Price	64.13
Option Breakeven Price	78.72