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.

Waste Management, Inc. (WM) had 30-Day Implied Volatility Skew of 0.0613 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)	0.1360
Historical Volatility (Parkinson)	0.1359
Implied Volatility (Calls)	0.1306
Implied Volatility (Puts)	0.1651
Implied Volatility (Mean)	0.1479
Put-Call Implied Volatility Ratio	1.2636
Implied Volatility Skew	0.0613
Option Statistics
Put-Call Ratio (Volume)	0.6667
Put-Call Ratio (Open Interest)	0.3333
Forward Price	206.89
Call Breakeven Price	219.72
Put Breakeven Price	200.88
Option Breakeven Price	215.01