Implied Volatility Skew (120-Day)

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

Waste Management, Inc. (WM) 120-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1441
Historical Volatility (Parkinson)	0.1205
Implied Volatility (Calls)	0.1355
Implied Volatility (Puts)	0.1590
Implied Volatility (Mean)	0.1472
Put-Call Implied Volatility Ratio	1.1736
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.1249
Put-Call Ratio (Open Interest)	0.9245
Forward Price	214.91
Call Breakeven Price	226.80
Put Breakeven Price	190.43
Option Breakeven Price	209.34