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.

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 30-Day Implied Volatility Skew of 0.0018 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3082
Historical Volatility (Parkinson)	0.2746
Implied Volatility (Calls)	0.3452
Implied Volatility (Puts)	0.3449
Implied Volatility (Mean)	0.3450
Put-Call Implied Volatility Ratio	0.9991
Implied Volatility Skew	0.0018
Option Statistics
Put-Call Ratio (Volume)	0.2057
Put-Call Ratio (Open Interest)	0.3006
Forward Price	132.86
Call Breakeven Price	151.37
Put Breakeven Price	113.68
Option Breakeven Price	143.43