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 -0.0297 for 2022-09-27.

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

Figures for 2022-09-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2300
Historical Volatility (Parkinson)	0.1369
Implied Volatility (Calls)	0.2261
Implied Volatility (Puts)	0.3234
Implied Volatility (Mean)	0.2748
Put-Call Implied Volatility Ratio	1.4303
Implied Volatility Skew	-0.0297
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	--
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--

Data from Quantcha