Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0662 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6342
Historical Volatility (Parkinson)	0.5338
Implied Volatility (Calls)	0.5999
Implied Volatility (Puts)	0.5960
Implied Volatility (Mean)	0.5980
Put-Call Implied Volatility Ratio	0.9935
Implied Volatility Skew	0.0662
Option Statistics
Put-Call Ratio (Volume)	0.3904
Put-Call Ratio (Open Interest)	0.6642
Forward Price	183.73
Call Breakeven Price	231.11
Put Breakeven Price	148.70
Option Breakeven Price	198.72

Data from Quantcha