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.

Teledyne Technologies Incorporated (TDY) had 120-Day Implied Volatility Skew of 0.0380 for 2024-06-25.

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

Figures for 2024-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2619
Historical Volatility (Parkinson)	0.1746
Implied Volatility (Calls)	0.2214
Implied Volatility (Puts)	0.2176
Implied Volatility (Mean)	0.2195
Put-Call Implied Volatility Ratio	0.9829
Implied Volatility Skew	0.0380
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.5355
Forward Price	392.24
Call Breakeven Price	486.56
Put Breakeven Price	344.72
Option Breakeven Price	394.26