Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0236 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4748
Historical Volatility (Parkinson)	0.4422
Implied Volatility (Calls)	0.5698
Implied Volatility (Puts)	0.5725
Implied Volatility (Mean)	0.5712
Put-Call Implied Volatility Ratio	1.0047
Implied Volatility Skew	0.0236
Option Statistics
Put-Call Ratio (Volume)	0.2915
Put-Call Ratio (Open Interest)	0.6016
Forward Price	60.80
Call Breakeven Price	73.59
Put Breakeven Price	54.95
Option Breakeven Price	66.70