Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0066 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)	0.2754
Historical Volatility (Parkinson)	0.2583
Implied Volatility (Calls)	0.3068
Implied Volatility (Puts)	0.3208
Implied Volatility (Mean)	0.3138
Put-Call Implied Volatility Ratio	1.0457
Implied Volatility Skew	0.0066
Option Statistics
Put-Call Ratio (Volume)	0.9495
Put-Call Ratio (Open Interest)	1.0759
Forward Price	747.65
Call Breakeven Price	913.44
Put Breakeven Price	599.38
Option Breakeven Price	750.66