Implied Volatility Skew (20-Day)

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

Tesla, Inc. (TSLA) had 20-Day Implied Volatility Skew of 0.0598 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4996
Historical Volatility (Parkinson)	0.3837
Implied Volatility (Calls)	0.6528
Implied Volatility (Puts)	0.6499
Implied Volatility (Mean)	0.6513
Put-Call Implied Volatility Ratio	0.9955
Implied Volatility Skew	0.0598
Option Statistics
Put-Call Ratio (Volume)	0.9521
Put-Call Ratio (Open Interest)	0.8220
Forward Price	162.00
Call Breakeven Price	221.05
Put Breakeven Price	139.75
Option Breakeven Price	184.49