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.

Tradeweb Markets Inc. (TW) had 180-Day Implied Volatility Skew of 0.0076 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2249
Historical Volatility (Parkinson)	0.2218
Implied Volatility (Calls)	0.2321
Implied Volatility (Puts)	0.2473
Implied Volatility (Mean)	0.2397
Put-Call Implied Volatility Ratio	1.0655
Implied Volatility Skew	0.0076
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	4.1709
Forward Price	113.74
Call Breakeven Price	125.32
Put Breakeven Price	85.68
Option Breakeven Price	94.27