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.

Ardelyx, Inc. (ARDX) had 180-Day Implied Volatility Skew of 0.0341 for 2024-05-13.

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

Figures for 2024-05-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7998
Historical Volatility (Parkinson)	0.6035
Implied Volatility (Calls)	0.6833
Implied Volatility (Puts)	0.6919
Implied Volatility (Mean)	0.6876
Put-Call Implied Volatility Ratio	1.0126
Implied Volatility Skew	0.0341
Option Statistics
Put-Call Ratio (Volume)	0.0782
Put-Call Ratio (Open Interest)	0.6410
Forward Price	8.21
Call Breakeven Price	10.64
Put Breakeven Price	5.01
Option Breakeven Price	8.47