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.

CVS Health Corporation (CVS) had 30-Day Implied Volatility Skew of 0.1416 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)	0.3631
Historical Volatility (Parkinson)	0.2411
Implied Volatility (Calls)	0.3843
Implied Volatility (Puts)	0.3420
Implied Volatility (Mean)	0.3631
Put-Call Implied Volatility Ratio	0.8901
Implied Volatility Skew	0.1416
Option Statistics
Put-Call Ratio (Volume)	0.7742
Put-Call Ratio (Open Interest)	0.2428