Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0043 for 2024-04-25.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2163
Historical Volatility (Parkinson)	0.2354
Implied Volatility (Calls)	0.3420
Implied Volatility (Puts)	0.3665
Implied Volatility (Mean)	0.3543
Put-Call Implied Volatility Ratio	1.0718
Implied Volatility Skew	-0.0043
Option Statistics
Put-Call Ratio (Volume)	1.0163
Put-Call Ratio (Open Interest)	3.0861
Forward Price	726.04
Call Breakeven Price	792.73
Put Breakeven Price	619.88
Option Breakeven Price	663.32