Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0488 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2904
Historical Volatility (Parkinson)	0.2786
Implied Volatility (Calls)	0.4287
Implied Volatility (Puts)	0.4107
Implied Volatility (Mean)	0.4197
Put-Call Implied Volatility Ratio	0.9581
Implied Volatility Skew	0.0488
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5312
Forward Price	19.02
Call Breakeven Price	25.01
Put Breakeven Price	18.38
Option Breakeven Price	21.00