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.

Anavex Life Sciences Corp. (AVXL) had 30-Day Implied Volatility Skew of 0.0498 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6273
Historical Volatility (Parkinson)	0.5331
Implied Volatility (Calls)	1.1153
Implied Volatility (Puts)	1.1361
Implied Volatility (Mean)	1.1257
Put-Call Implied Volatility Ratio	1.0186
Implied Volatility Skew	0.0498
Option Statistics
Put-Call Ratio (Volume)	0.8966
Put-Call Ratio (Open Interest)	0.1913
Forward Price	3.80
Call Breakeven Price	7.41
Put Breakeven Price	3.18
Option Breakeven Price	6.85