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.

Texas Instruments Incorporated (TXN) had 120-Day Implied Volatility Skew of -0.0225 for 2024-06-28.

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

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2319
Historical Volatility (Parkinson)	0.1931
Implied Volatility (Calls)	0.2305
Implied Volatility (Puts)	0.2706
Implied Volatility (Mean)	0.2505
Put-Call Implied Volatility Ratio	1.1737
Implied Volatility Skew	-0.0225
Option Statistics
Put-Call Ratio (Volume)	0.5828
Put-Call Ratio (Open Interest)	0.8650
Forward Price	196.19
Call Breakeven Price	213.75
Put Breakeven Price	158.55
Option Breakeven Price	188.17