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.

Evolent Health, Inc (EVH) had 90-Day Implied Volatility Skew of 0.1323 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3733
Historical Volatility (Parkinson)	0.2839
Implied Volatility (Calls)	0.4595
Implied Volatility (Puts)	0.4205
Implied Volatility (Mean)	0.4400
Put-Call Implied Volatility Ratio	0.9150
Implied Volatility Skew	0.1323
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2680
Forward Price	29.81
Call Breakeven Price	34.81
Put Breakeven Price	25.72
Option Breakeven Price	33.00