Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Centene Corporation (CNC) had 20-Day Put-Call Implied Volatility Ratio of 0.9472 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2316
Historical Volatility (Parkinson)	0.2842
Implied Volatility (Calls)	0.2303
Implied Volatility (Puts)	0.2182
Implied Volatility (Mean)	0.2243
Put-Call Implied Volatility Ratio	0.9472
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2411
Put-Call Ratio (Open Interest)	0.3943
Forward Price	72.51
Call Breakeven Price	78.96
Put Breakeven Price	69.77
Option Breakeven Price	76.43