Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of -0.0167 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3662
Historical Volatility (Parkinson)	0.2152
Implied Volatility (Calls)	0.2460
Implied Volatility (Puts)	0.2925
Implied Volatility (Mean)	0.2692
Put-Call Implied Volatility Ratio	1.1891
Implied Volatility Skew	-0.0167
Option Statistics
Put-Call Ratio (Volume)	0.3690
Put-Call Ratio (Open Interest)	0.8671
Forward Price	58.13
Call Breakeven Price	67.27
Put Breakeven Price	51.25
Option Breakeven Price	60.00