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.

Gilead Sciences, Inc. (GILD) had 120-Day Implied Volatility Skew of 0.0264 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)	0.2540
Historical Volatility (Parkinson)	0.1660
Implied Volatility (Calls)	0.1869
Implied Volatility (Puts)	0.2538
Implied Volatility (Mean)	0.2204
Put-Call Implied Volatility Ratio	1.3580
Implied Volatility Skew	0.0264
Option Statistics
Put-Call Ratio (Volume)	1.5839
Put-Call Ratio (Open Interest)	0.5855
Forward Price	68.05
Call Breakeven Price	76.76
Put Breakeven Price	62.30
Option Breakeven Price	71.43