Implied Volatility Skew (90-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) 90-Day Implied Volatility Skew data is not available 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)	0.4311
Historical Volatility (Parkinson)	0.2193
Implied Volatility (Calls)	0.2451
Implied Volatility (Puts)	0.2902
Implied Volatility (Mean)	0.2677
Put-Call Implied Volatility Ratio	1.1842
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1077
Put-Call Ratio (Open Interest)	0.5123
Forward Price	57.77
Call Breakeven Price	71.27
Put Breakeven Price	53.27
Option Breakeven Price	65.13