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.

Skyworks Solutions, Inc. (SWKS) 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)	0.6328
Historical Volatility (Parkinson)	0.2648
Implied Volatility (Calls)	0.2579
Implied Volatility (Puts)	0.3129
Implied Volatility (Mean)	0.2854
Put-Call Implied Volatility Ratio	1.2135
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7286
Put-Call Ratio (Open Interest)	0.7914
Forward Price	89.52
Call Breakeven Price	111.42
Put Breakeven Price	85.77
Option Breakeven Price	101.45