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.

Harmony Biosciences Holdings, Inc. (HRMY) had 30-Day Implied Volatility Skew of 0.0244 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)	0.4638
Historical Volatility (Parkinson)	0.4487
Implied Volatility (Calls)	0.6459
Implied Volatility (Puts)	0.7465
Implied Volatility (Mean)	0.6962
Put-Call Implied Volatility Ratio	1.1558
Implied Volatility Skew	0.0244
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4557
Forward Price	29.18
Call Breakeven Price	36.65
Put Breakeven Price	26.87
Option Breakeven Price	32.30