Implied Volatility Skew (30-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) 30-Day Implied Volatility Skew data is not available for 2024-04-23.

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Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2114
Historical Volatility (Parkinson)	0.1512
Implied Volatility (Calls)	0.1466
Implied Volatility (Puts)	0.2609
Implied Volatility (Mean)	0.2037
Put-Call Implied Volatility Ratio	1.7803
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0839
Put-Call Ratio (Open Interest)	0.3658
Forward Price	73.94
Call Breakeven Price	76.39
Put Breakeven Price	68.79
Option Breakeven Price	74.46