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.

Anavex Life Sciences Corp. (AVXL) had 90-Day Implied Volatility Skew of 0.0650 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6498
Historical Volatility (Parkinson)	0.5755
Implied Volatility (Calls)	0.9630
Implied Volatility (Puts)	0.7886
Implied Volatility (Mean)	0.8758
Put-Call Implied Volatility Ratio	0.8190
Implied Volatility Skew	0.0650
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2843
Forward Price	3.91
Call Breakeven Price	8.29
Put Breakeven Price	3.47
Option Breakeven Price	7.22