Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0027 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)	0.2707
Historical Volatility (Parkinson)	0.2584
Implied Volatility (Calls)	0.3046
Implied Volatility (Puts)	0.3173
Implied Volatility (Mean)	0.3109
Put-Call Implied Volatility Ratio	1.0416
Implied Volatility Skew	0.0027
Option Statistics
Put-Call Ratio (Volume)	0.3880
Put-Call Ratio (Open Interest)	1.0030
Forward Price	740.07
Call Breakeven Price	841.78
Put Breakeven Price	592.91
Option Breakeven Price	717.86