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) had 30-Day Implied Volatility Skew of -0.0094 for 2021-09-17.

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

Figures for 2021-09-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2732
Historical Volatility (Parkinson)	0.3138
Implied Volatility (Calls)	0.3111
Implied Volatility (Puts)	0.3222
Implied Volatility (Mean)	0.3166
Put-Call Implied Volatility Ratio	1.0357
Implied Volatility Skew	-0.0094
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.1945
Forward Price	34.15
Call Breakeven Price	35.19
Put Breakeven Price	29.75
Option Breakeven Price	30.54

Data from Quantcha