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.

AVANOS MEDICAL, INC. (AVNS) 120-Day Implied Volatility Skew data is not available for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3043
Historical Volatility (Parkinson)	0.3094
Implied Volatility (Calls)	0.5221
Implied Volatility (Puts)	0.4471
Implied Volatility (Mean)	0.4846
Put-Call Implied Volatility Ratio	0.8563
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.8095
Forward Price	26.84
Call Breakeven Price	22.38
Put Breakeven Price	21.10
Option Breakeven Price	21.10

Data from Quantcha