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 0.1031 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1663
Historical Volatility (Parkinson)	0.1509
Implied Volatility (Calls)	0.2442
Implied Volatility (Puts)	0.2331
Implied Volatility (Mean)	0.2386
Put-Call Implied Volatility Ratio	0.9545
Implied Volatility Skew	0.1031
Option Statistics
Put-Call Ratio (Volume)	1.2822
Put-Call Ratio (Open Interest)	0.5412
Forward Price	23.40
Call Breakeven Price	25.88
Put Breakeven Price	23.14
Option Breakeven Price	24.84

Data from Quantcha