Implied Volatility Skew (60-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) 60-Day Implied Volatility Skew data is not available for 2023-03-27.

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Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2938
Historical Volatility (Parkinson)	0.3097
Implied Volatility (Calls)	0.4714
Implied Volatility (Puts)	0.3598
Implied Volatility (Mean)	0.4156
Put-Call Implied Volatility Ratio	0.7631
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1429
Forward Price	29.59
Call Breakeven Price	35.01
Put Breakeven Price	20.50
Option Breakeven Price	33.20