Implied Volatility Skew (180-Day)

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

Atlassian Corporation PLC (TEAM) had 180-Day Implied Volatility Skew of 0.0135 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)	0.4476
Historical Volatility (Parkinson)	0.3358
Implied Volatility (Calls)	0.4362
Implied Volatility (Puts)	0.4510
Implied Volatility (Mean)	0.4436
Put-Call Implied Volatility Ratio	1.0339
Implied Volatility Skew	0.0135
Option Statistics
Put-Call Ratio (Volume)	1.1614
Put-Call Ratio (Open Interest)	0.7672
Forward Price	186.21
Call Breakeven Price	249.88
Put Breakeven Price	157.73
Option Breakeven Price	209.88