Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

CVS Health Corporation (CVS) had 120-Day Implied Volatility Skew of 0.0434 for 2026-05-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3948
Historical Volatility (Parkinson)	0.2805
Implied Volatility (Calls)	0.3144
Implied Volatility (Puts)	0.3279
Implied Volatility (Mean)	0.3211
Put-Call Implied Volatility Ratio	1.0429
Implied Volatility Skew	0.0434
Option Statistics
Put-Call Ratio (Volume)	0.7243
Put-Call Ratio (Open Interest)	0.7642