Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Thermo Fisher Scientific Inc. (TMO) had 150-Day Implied Volatility Skew of 0.0246 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2112
Historical Volatility (Parkinson)	0.1887
Implied Volatility (Calls)	0.2218
Implied Volatility (Puts)	0.2278
Implied Volatility (Mean)	0.2248
Put-Call Implied Volatility Ratio	1.0273
Implied Volatility Skew	0.0246
Option Statistics
Put-Call Ratio (Volume)	0.1333
Put-Call Ratio (Open Interest)	2.2216
Forward Price	580.40
Call Breakeven Price	676.56
Put Breakeven Price	468.18
Option Breakeven Price	532.84