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.

Eli Lilly and Company (LLY) had 150-Day Implied Volatility Skew of 0.0382 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2736
Historical Volatility (Parkinson)	0.2546
Implied Volatility (Calls)	0.3131
Implied Volatility (Puts)	0.3226
Implied Volatility (Mean)	0.3178
Put-Call Implied Volatility Ratio	1.0303
Implied Volatility Skew	0.0382
Option Statistics
Put-Call Ratio (Volume)	0.4710
Put-Call Ratio (Open Interest)	0.7709
Forward Price	372.67
Call Breakeven Price	443.74
Put Breakeven Price	268.84
Option Breakeven Price	372.21

Data from Quantcha