Implied Volatility Skew (30-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) 30-Day Implied Volatility Skew data is not available for 2023-03-27.

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Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1579
Historical Volatility (Parkinson)	0.1213
Implied Volatility (Calls)	0.1410
Implied Volatility (Puts)	0.2885
Implied Volatility (Mean)	0.2147
Put-Call Implied Volatility Ratio	2.0463
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	25.4107
Put-Call Ratio (Open Interest)	0.9358
Forward Price	135.30
Call Breakeven Price	149.47
Put Breakeven Price	124.21
Option Breakeven Price	137.23