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.

HCA Healthcare, Inc. (HCA) had 60-Day Implied Volatility Skew of 0.0260 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)	0.2611
Historical Volatility (Parkinson)	0.2034
Implied Volatility (Calls)	0.2094
Implied Volatility (Puts)	0.2177
Implied Volatility (Mean)	0.2135
Put-Call Implied Volatility Ratio	1.0394
Implied Volatility Skew	0.0260
Option Statistics
Put-Call Ratio (Volume)	0.3922
Put-Call Ratio (Open Interest)	0.5062
Forward Price	325.15
Call Breakeven Price	348.43
Put Breakeven Price	267.42
Option Breakeven Price	321.21