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.

The J. M. Smucker Company (SJM) 30-Day Implied Volatility Skew data is not available for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2649
Historical Volatility (Parkinson)	0.2076
Implied Volatility (Calls)	0.2198
Implied Volatility (Puts)	0.2991
Implied Volatility (Mean)	0.2595
Put-Call Implied Volatility Ratio	1.3606
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0800
Put-Call Ratio (Open Interest)	0.5828
Forward Price	112.45
Call Breakeven Price	123.35
Put Breakeven Price	105.30
Option Breakeven Price	116.72