Implied Volatility Skew (180-Day)

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

ANI Pharmaceuticals, Inc. (ANIP) had 180-Day Implied Volatility Skew of 0.0262 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2973
Historical Volatility (Parkinson)	0.2894
Implied Volatility (Calls)	0.3184
Implied Volatility (Puts)	0.3199
Implied Volatility (Mean)	0.3192
Put-Call Implied Volatility Ratio	1.0049
Implied Volatility Skew	0.0262
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8879
Forward Price	64.82
Call Breakeven Price	70.14
Put Breakeven Price	58.47
Option Breakeven Price	65.57