Implied Volatility Skew (10-Day)

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

Skyworks Solutions, Inc. (SWKS) 10-Day Implied Volatility Skew data is not available for 2024-05-20.

10-Day 20-Day 30-Day 60-Day
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Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1449
Historical Volatility (Parkinson)	0.1748
Implied Volatility (Calls)	0.2427
Implied Volatility (Puts)	0.2456
Implied Volatility (Mean)	0.2441
Put-Call Implied Volatility Ratio	1.0120
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0776
Put-Call Ratio (Open Interest)	0.8103
Forward Price	94.17
Call Breakeven Price	100.52
Put Breakeven Price	87.90
Option Breakeven Price	94.93