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.

The J. M. Smucker Company (SJM) had 180-Day Implied Volatility Skew of -0.0129 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)	0.2199
Historical Volatility (Parkinson)	0.2073
Implied Volatility (Calls)	0.2290
Implied Volatility (Puts)	0.2720
Implied Volatility (Mean)	0.2505
Put-Call Implied Volatility Ratio	1.1880
Implied Volatility Skew	-0.0129
Option Statistics
Put-Call Ratio (Volume)	2.2222
Put-Call Ratio (Open Interest)	0.8298
Forward Price	117.29
Call Breakeven Price	147.12
Put Breakeven Price	95.48
Option Breakeven Price	124.86