Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0173 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2313
Historical Volatility (Parkinson)	0.2412
Implied Volatility (Calls)	0.3790
Implied Volatility (Puts)	0.3888
Implied Volatility (Mean)	0.3839
Put-Call Implied Volatility Ratio	1.0261
Implied Volatility Skew	0.0173
Option Statistics
Put-Call Ratio (Volume)	1.4089
Put-Call Ratio (Open Interest)	0.7244
Forward Price	733.65
Call Breakeven Price	807.47
Put Breakeven Price	664.18
Option Breakeven Price	754.44