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.

Toyota Motor Corporation (TM) 10-Day Implied Volatility Skew data is not available for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2187
Historical Volatility (Parkinson)	0.1424
Implied Volatility (Calls)	0.1550
Implied Volatility (Puts)	0.2831
Implied Volatility (Mean)	0.2191
Put-Call Implied Volatility Ratio	1.8273
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2258
Put-Call Ratio (Open Interest)	0.9460
Forward Price	134.07
Call Breakeven Price	150.46
Put Breakeven Price	123.55
Option Breakeven Price	137.38