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.

Pinnacle West Capital Corporation (PNW) had 60-Day Implied Volatility Skew of 0.0738 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1893
Historical Volatility (Parkinson)	0.1643
Implied Volatility (Calls)	0.2206
Implied Volatility (Puts)	0.2089
Implied Volatility (Mean)	0.2148
Put-Call Implied Volatility Ratio	0.9470
Implied Volatility Skew	0.0738
Option Statistics
Put-Call Ratio (Volume)	0.1633
Put-Call Ratio (Open Interest)	0.8404
Forward Price	74.39
Call Breakeven Price	77.82
Put Breakeven Price	68.34
Option Breakeven Price	73.32