Implied Volatility Skew (30-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) 30-Day Implied Volatility Skew data is not available for 2022-08-12.

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Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2395
Historical Volatility (Parkinson)	0.3559
Implied Volatility (Calls)	0.3203
Implied Volatility (Puts)	0.3772
Implied Volatility (Mean)	0.3488
Put-Call Implied Volatility Ratio	1.1776
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8867
Forward Price	30.90
Call Breakeven Price	29.81
Put Breakeven Price	27.78
Option Breakeven Price	29.81

Data from Quantcha