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.

Gilead Sciences, Inc. (GILD) 180-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2400
Historical Volatility (Parkinson)	0.1659
Implied Volatility (Calls)	0.1894
Implied Volatility (Puts)	0.2711
Implied Volatility (Mean)	0.2303
Put-Call Implied Volatility Ratio	1.4312
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3899
Put-Call Ratio (Open Interest)	0.5568
Forward Price	68.15
Call Breakeven Price	74.00
Put Breakeven Price	59.12
Option Breakeven Price	68.68