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) had 120-Day Implied Volatility Skew of 0.0452 for 2021-11-30.

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

Figures for 2021-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3598
Historical Volatility (Parkinson)	0.3189
Implied Volatility (Calls)	0.4361
Implied Volatility (Puts)	0.4378
Implied Volatility (Mean)	0.4370
Put-Call Implied Volatility Ratio	1.0039
Implied Volatility Skew	0.0452
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0637
Forward Price	32.30
Call Breakeven Price	37.67
Put Breakeven Price	28.73
Option Breakeven Price	36.84

Data from Quantcha