Implied Volatility Skew (90-Day)

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

SAP SE (SAP) had 90-Day Implied Volatility Skew of 0.0186 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2295
Historical Volatility (Parkinson)	0.1280
Implied Volatility (Calls)	0.2111
Implied Volatility (Puts)	0.2170
Implied Volatility (Mean)	0.2141
Put-Call Implied Volatility Ratio	1.0278
Implied Volatility Skew	0.0186
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.3983
Forward Price	193.04
Call Breakeven Price	211.15
Put Breakeven Price	156.32
Option Breakeven Price	172.46