Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

HCA Healthcare, Inc. (HCA) had 150-Day Implied Volatility Skew of 0.0233 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)	0.2306
Historical Volatility (Parkinson)	0.1884
Implied Volatility (Calls)	0.2359
Implied Volatility (Puts)	0.2568
Implied Volatility (Mean)	0.2463
Put-Call Implied Volatility Ratio	1.0885
Implied Volatility Skew	0.0233
Option Statistics
Put-Call Ratio (Volume)	0.3516
Put-Call Ratio (Open Interest)	0.4628
Forward Price	328.14
Call Breakeven Price	386.20
Put Breakeven Price	281.10
Option Breakeven Price	358.53