Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0559 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4261
Historical Volatility (Parkinson)	0.2890
Implied Volatility (Calls)	0.4209
Implied Volatility (Puts)	0.4093
Implied Volatility (Mean)	0.4151
Put-Call Implied Volatility Ratio	0.9725
Implied Volatility Skew	0.0559
Option Statistics
Put-Call Ratio (Volume)	0.0333
Put-Call Ratio (Open Interest)	0.2533
Forward Price	30.63
Call Breakeven Price	35.40
Put Breakeven Price	26.28
Option Breakeven Price	33.58