Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0186 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)	0.2421
Historical Volatility (Parkinson)	0.2606
Implied Volatility (Calls)	0.3380
Implied Volatility (Puts)	0.3179
Implied Volatility (Mean)	0.3279
Put-Call Implied Volatility Ratio	0.9407
Implied Volatility Skew	0.0186
Option Statistics
Put-Call Ratio (Volume)	0.3022
Put-Call Ratio (Open Interest)	0.4475
Forward Price	51.29
Call Breakeven Price	57.82
Put Breakeven Price	43.02
Option Breakeven Price	53.37