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 0.0344 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)	0.2837
Historical Volatility (Parkinson)	0.2571
Implied Volatility (Calls)	0.3139
Implied Volatility (Puts)	0.3273
Implied Volatility (Mean)	0.3206
Put-Call Implied Volatility Ratio	1.0427
Implied Volatility Skew	0.0344
Option Statistics
Put-Call Ratio (Volume)	0.2342
Put-Call Ratio (Open Interest)	0.7445
Forward Price	374.43
Call Breakeven Price	442.10
Put Breakeven Price	258.93
Option Breakeven Price	366.59

Data from Quantcha