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.

AT&T Inc. (T) 10-Day Implied Volatility Skew data is not available for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0949
Historical Volatility (Parkinson)	0.1604
Implied Volatility (Calls)	0.3940
Implied Volatility (Puts)	0.3831
Implied Volatility (Mean)	0.3885
Put-Call Implied Volatility Ratio	0.9724
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7642
Put-Call Ratio (Open Interest)	0.3812
Forward Price	16.16
Call Breakeven Price	17.72
Put Breakeven Price	15.68
Option Breakeven Price	17.16