Implied Volatility Skew (60-Day)

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

Transdigm Group Incorporated (TDG) had 60-Day Implied Volatility Skew of 0.0175 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1988
Historical Volatility (Parkinson)	0.2134
Implied Volatility (Calls)	0.2131
Implied Volatility (Puts)	0.2069
Implied Volatility (Mean)	0.2100
Put-Call Implied Volatility Ratio	0.9707
Implied Volatility Skew	0.0175
Option Statistics
Put-Call Ratio (Volume)	0.4286
Put-Call Ratio (Open Interest)	0.2554
Forward Price	1298.93
Call Breakeven Price	1343.29
Put Breakeven Price	1220.54
Option Breakeven Price	1318.31