Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0333 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)	0.1718
Historical Volatility (Parkinson)	0.1546
Implied Volatility (Calls)	0.2335
Implied Volatility (Puts)	0.2258
Implied Volatility (Mean)	0.2296
Put-Call Implied Volatility Ratio	0.9671
Implied Volatility Skew	0.0333
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8697
Forward Price	388.98
Call Breakeven Price	451.59
Put Breakeven Price	367.21
Option Breakeven Price	415.12