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.

The J. M. Smucker Company (SJM) had 90-Day Implied Volatility Skew of 0.0051 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)	0.2161
Historical Volatility (Parkinson)	0.2156
Implied Volatility (Calls)	0.2445
Implied Volatility (Puts)	0.2606
Implied Volatility (Mean)	0.2526
Put-Call Implied Volatility Ratio	1.0660
Implied Volatility Skew	0.0051
Option Statistics
Put-Call Ratio (Volume)	0.8461
Put-Call Ratio (Open Interest)	0.8707
Forward Price	116.75
Call Breakeven Price	132.55
Put Breakeven Price	103.29
Option Breakeven Price	118.82