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 0.0393 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4447
Historical Volatility (Parkinson)	0.3012
Implied Volatility (Calls)	0.4275
Implied Volatility (Puts)	0.3879
Implied Volatility (Mean)	0.4077
Put-Call Implied Volatility Ratio	0.9075
Implied Volatility Skew	0.0393
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5807
Forward Price	19.23
Call Breakeven Price	23.80
Put Breakeven Price	18.45
Option Breakeven Price	20.53