Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0778 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)	0.3557
Historical Volatility (Parkinson)	0.1772
Implied Volatility (Calls)	0.2730
Implied Volatility (Puts)	0.3353
Implied Volatility (Mean)	0.3042
Put-Call Implied Volatility Ratio	1.2282
Implied Volatility Skew	0.0778
Option Statistics
Put-Call Ratio (Volume)	0.0811
Put-Call Ratio (Open Interest)	0.2341
Forward Price	162.20
Call Breakeven Price	175.83
Put Breakeven Price	152.05
Option Breakeven Price	170.83

Data from Quantcha