Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2022-07-01.

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

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3672
Historical Volatility (Parkinson)	0.2954
Implied Volatility (Calls)	0.5695
Implied Volatility (Puts)	0.3795
Implied Volatility (Mean)	0.4745
Put-Call Implied Volatility Ratio	0.6664
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2351
Forward Price	29.45
Call Breakeven Price	28.10
Put Breakeven Price	26.52
Option Breakeven Price	26.54

Data from Quantcha