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.

Toyota Motor Corporation (TM) had 150-Day Implied Volatility Skew of 0.0447 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3218
Historical Volatility (Parkinson)	0.1749
Implied Volatility (Calls)	0.2678
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.2814
Put-Call Implied Volatility Ratio	1.1019
Implied Volatility Skew	0.0447
Option Statistics
Put-Call Ratio (Volume)	1.9650
Put-Call Ratio (Open Interest)	1.2953
Forward Price	164.66
Call Breakeven Price	192.08
Put Breakeven Price	139.33
Option Breakeven Price	162.77

Data from Quantcha