Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0701 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2293
Historical Volatility (Parkinson)	0.4221
Implied Volatility (Calls)	0.2952
Implied Volatility (Puts)	0.3006
Implied Volatility (Mean)	0.2979
Put-Call Implied Volatility Ratio	1.0182
Implied Volatility Skew	0.0701
Option Statistics
Put-Call Ratio (Volume)	0.4512
Put-Call Ratio (Open Interest)	1.5103
Forward Price	333.10
Call Breakeven Price	359.98
Put Breakeven Price	296.20
Option Breakeven Price	322.34