Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0267 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)	0.2669
Historical Volatility (Parkinson)	0.1917
Implied Volatility (Calls)	0.2099
Implied Volatility (Puts)	0.2110
Implied Volatility (Mean)	0.2104
Put-Call Implied Volatility Ratio	1.0052
Implied Volatility Skew	0.0267
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.1021
Forward Price	411.06
Call Breakeven Price	490.33
Put Breakeven Price	344.83
Option Breakeven Price	426.47