Implied Volatility Skew (10-Day)

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

Eli Lilly and Company (LLY) had 10-Day Implied Volatility Skew of 0.0356 for 2024-04-23.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2272
Historical Volatility (Parkinson)	0.2362
Implied Volatility (Calls)	0.4640
Implied Volatility (Puts)	0.4560
Implied Volatility (Mean)	0.4600
Put-Call Implied Volatility Ratio	0.9828
Implied Volatility Skew	0.0356
Option Statistics
Put-Call Ratio (Volume)	0.5405
Put-Call Ratio (Open Interest)	0.7139
Forward Price	747.18
Call Breakeven Price	803.34
Put Breakeven Price	681.42
Option Breakeven Price	752.55