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.

Teledyne Technologies Incorporated (TDY) had 10-Day Implied Volatility Skew of 0.0500 for 2024-06-17.

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

Figures for 2024-06-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1954
Historical Volatility (Parkinson)	0.1450
Implied Volatility (Calls)	0.3072
Implied Volatility (Puts)	0.2496
Implied Volatility (Mean)	0.2784
Put-Call Implied Volatility Ratio	0.8125
Implied Volatility Skew	0.0500
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0955
Forward Price	389.18
Call Breakeven Price	486.63
Put Breakeven Price	369.89
Option Breakeven Price	475.93