Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0683 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)	0.3166
Historical Volatility (Parkinson)	0.1715
Implied Volatility (Calls)	0.2865
Implied Volatility (Puts)	0.2987
Implied Volatility (Mean)	0.2926
Put-Call Implied Volatility Ratio	1.0426
Implied Volatility Skew	0.0683
Option Statistics
Put-Call Ratio (Volume)	0.7043
Put-Call Ratio (Open Interest)	0.6129
Forward Price	162.36
Call Breakeven Price	193.04
Put Breakeven Price	152.58
Option Breakeven Price	169.75

Data from Quantcha