Implied Volatility Skew (120-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) had 120-Day Implied Volatility Skew of 0.0479 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3279
Historical Volatility (Parkinson)	0.1675
Implied Volatility (Calls)	0.2551
Implied Volatility (Puts)	0.2768
Implied Volatility (Mean)	0.2660
Put-Call Implied Volatility Ratio	1.0851
Implied Volatility Skew	0.0479
Option Statistics
Put-Call Ratio (Volume)	2.2893
Put-Call Ratio (Open Interest)	1.0963
Forward Price	169.76
Call Breakeven Price	190.59
Put Breakeven Price	148.30
Option Breakeven Price	166.95

Data from Quantcha