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.

The J. M. Smucker Company (SJM) had 60-Day Implied Volatility Skew of 0.0188 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)	0.2191
Historical Volatility (Parkinson)	0.1939
Implied Volatility (Calls)	0.2527
Implied Volatility (Puts)	0.2591
Implied Volatility (Mean)	0.2559
Put-Call Implied Volatility Ratio	1.0252
Implied Volatility Skew	0.0188
Option Statistics
Put-Call Ratio (Volume)	0.1415
Put-Call Ratio (Open Interest)	0.8044
Forward Price	116.54
Call Breakeven Price	129.20
Put Breakeven Price	106.64
Option Breakeven Price	119.11