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.

AT&T Inc. (T) had 30-Day Implied Volatility Skew of -0.0517 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3349
Historical Volatility (Parkinson)	0.2275
Implied Volatility (Calls)	0.2574
Implied Volatility (Puts)	0.3808
Implied Volatility (Mean)	0.3191
Put-Call Implied Volatility Ratio	1.4794
Implied Volatility Skew	-0.0517
Option Statistics
Put-Call Ratio (Volume)	1.4371
Put-Call Ratio (Open Interest)	0.3170
Forward Price	29.49
Call Breakeven Price	32.30
Put Breakeven Price	27.00
Option Breakeven Price	31.02

Data from Quantcha