Implied Volatility Skew (180-Day)

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

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 180-Day Implied Volatility Skew of -0.0057 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3412
Historical Volatility (Parkinson)	0.2589
Implied Volatility (Calls)	0.3275
Implied Volatility (Puts)	0.3533
Implied Volatility (Mean)	0.3404
Put-Call Implied Volatility Ratio	1.0788
Implied Volatility Skew	-0.0057
Option Statistics
Put-Call Ratio (Volume)	2.0298
Put-Call Ratio (Open Interest)	1.7300
Forward Price	137.53
Call Breakeven Price	164.42
Put Breakeven Price	112.26
Option Breakeven Price	131.43