Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0331 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)	0.2595
Historical Volatility (Parkinson)	0.2527
Implied Volatility (Calls)	0.3566
Implied Volatility (Puts)	0.3234
Implied Volatility (Mean)	0.3400
Put-Call Implied Volatility Ratio	0.9068
Implied Volatility Skew	0.0331
Option Statistics
Put-Call Ratio (Volume)	0.4800
Put-Call Ratio (Open Interest)	0.5163
Forward Price	51.17
Call Breakeven Price	56.66
Put Breakeven Price	42.83
Option Breakeven Price	52.00