Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0066 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3654
Historical Volatility (Parkinson)	0.2987
Implied Volatility (Calls)	0.4202
Implied Volatility (Puts)	0.4041
Implied Volatility (Mean)	0.4121
Put-Call Implied Volatility Ratio	0.9618
Implied Volatility Skew	0.0066
Option Statistics
Put-Call Ratio (Volume)	0.4474
Put-Call Ratio (Open Interest)	0.1685
Forward Price	30.12
Call Breakeven Price	35.85
Put Breakeven Price	25.78
Option Breakeven Price	34.49