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 0.1003 for 2022-01-26.

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

Figures for 2022-01-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3492
Historical Volatility (Parkinson)	0.3592
Implied Volatility (Calls)	0.5906
Implied Volatility (Puts)	0.5882
Implied Volatility (Mean)	0.5894
Put-Call Implied Volatility Ratio	0.9959
Implied Volatility Skew	0.1003
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8822
Forward Price	33.35
Call Breakeven Price	34.50
Put Breakeven Price	28.41
Option Breakeven Price	31.72

Data from Quantcha