Implied Volatility Skew (180-Day)

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

Exact Sciences Corporation (EXAS) had 180-Day Implied Volatility Skew of 0.0185 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)	0.4610
Historical Volatility (Parkinson)	0.4428
Implied Volatility (Calls)	0.4728
Implied Volatility (Puts)	0.4721
Implied Volatility (Mean)	0.4725
Put-Call Implied Volatility Ratio	0.9986
Implied Volatility Skew	0.0185
Option Statistics
Put-Call Ratio (Volume)	0.5711
Put-Call Ratio (Open Interest)	0.8009
Forward Price	53.31
Call Breakeven Price	78.68
Put Breakeven Price	41.17
Option Breakeven Price	63.30