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.

Science Applications International Corporation (SAIC) had 60-Day Implied Volatility Skew of 0.0489 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3487
Historical Volatility (Parkinson)	0.2389
Implied Volatility (Calls)	0.1795
Implied Volatility (Puts)	0.1653
Implied Volatility (Mean)	0.1724
Put-Call Implied Volatility Ratio	0.9212
Implied Volatility Skew	0.0489
Option Statistics
Put-Call Ratio (Volume)	0.1667
Put-Call Ratio (Open Interest)	0.1587
Forward Price	116.37
Call Breakeven Price	134.64
Put Breakeven Price	108.83
Option Breakeven Price	131.68