Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0226 for 2022-08-09.

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

Figures for 2022-08-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2721
Historical Volatility (Parkinson)	0.1378
Implied Volatility (Calls)	0.2005
Implied Volatility (Puts)	0.2879
Implied Volatility (Mean)	0.2442
Put-Call Implied Volatility Ratio	1.4359
Implied Volatility Skew	0.0226
Option Statistics
Put-Call Ratio (Volume)	0.2752
Put-Call Ratio (Open Interest)	0.2573
Forward Price	154.76
Call Breakeven Price	193.52
Put Breakeven Price	138.68
Option Breakeven Price	181.37

Data from Quantcha