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.

Globus Medical, Inc. (GMED) had 30-Day Implied Volatility Skew of -0.0168 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2440
Historical Volatility (Parkinson)	0.2337
Implied Volatility (Calls)	0.3341
Implied Volatility (Puts)	0.3519
Implied Volatility (Mean)	0.3430
Put-Call Implied Volatility Ratio	1.0533
Implied Volatility Skew	-0.0168
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	1.3593
Forward Price	51.38
Call Breakeven Price	57.07
Put Breakeven Price	47.44
Option Breakeven Price	51.86