Implied Volatility (Puts) (30-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

CVS Health Corporation (CVS) had 30-Day Implied Volatility (Puts) of 0.2604 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)	0.6701
Historical Volatility (Parkinson)	0.2304
Implied Volatility (Calls)	0.2558
Implied Volatility (Puts)	0.2604
Implied Volatility (Mean)	0.2581
Put-Call Implied Volatility Ratio	1.0180
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4681
Put-Call Ratio (Open Interest)	0.4797
Forward Price	56.53
Call Breakeven Price	76.22
Put Breakeven Price	56.35
Option Breakeven Price	69.78