Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0761 for 2023-03-30.

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

Figures for 2023-03-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3127
Historical Volatility (Parkinson)	0.2948
Implied Volatility (Calls)	0.4054
Implied Volatility (Puts)	0.3847
Implied Volatility (Mean)	0.3950
Put-Call Implied Volatility Ratio	0.9490
Implied Volatility Skew	0.0761
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0377
Forward Price	29.63
Call Breakeven Price	33.98
Put Breakeven Price	21.50
Option Breakeven Price	33.50