Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0388 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3498
Historical Volatility (Parkinson)	0.3577
Implied Volatility (Calls)	0.4367
Implied Volatility (Puts)	0.4247
Implied Volatility (Mean)	0.4307
Put-Call Implied Volatility Ratio	0.9725
Implied Volatility Skew	0.0388
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0576
Forward Price	33.10
Call Breakeven Price	38.77
Put Breakeven Price	29.36
Option Breakeven Price	38.12

Data from Quantcha