Implied Volatility Skew (10-Day)

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

Evolent Health, Inc (EVH) had 10-Day Implied Volatility Skew of 0.1054 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9898
Historical Volatility (Parkinson)	0.5491
Implied Volatility (Calls)	0.5244
Implied Volatility (Puts)	0.4921
Implied Volatility (Mean)	0.5082
Put-Call Implied Volatility Ratio	0.9384
Implied Volatility Skew	0.1054
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.6727
Forward Price	28.00
Call Breakeven Price	29.46
Put Breakeven Price	25.37
Option Breakeven Price	26.61

Data from Quantcha