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.

Toyota Motor Corporation (TM) had 180-Day Implied Volatility Skew of -0.0028 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2609
Historical Volatility (Parkinson)	0.1174
Implied Volatility (Calls)	0.2499
Implied Volatility (Puts)	0.2763
Implied Volatility (Mean)	0.2631
Put-Call Implied Volatility Ratio	1.1054
Implied Volatility Skew	-0.0028
Option Statistics
Put-Call Ratio (Volume)	3.2100
Put-Call Ratio (Open Interest)	1.2174
Forward Price	234.78
Call Breakeven Price	277.96
Put Breakeven Price	197.33
Option Breakeven Price	233.66