Implied Volatility Skew (10-Day)

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

AVANOS MEDICAL, INC. (AVNS) had 10-Day Implied Volatility Skew of 0.1648 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4882
Historical Volatility (Parkinson)	0.4070
Implied Volatility (Calls)	0.4541
Implied Volatility (Puts)	0.5098
Implied Volatility (Mean)	0.4820
Put-Call Implied Volatility Ratio	1.1227
Implied Volatility Skew	0.1648
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4284
Forward Price	33.05
Call Breakeven Price	31.42
Put Breakeven Price	29.21
Option Breakeven Price	29.26

Data from Quantcha