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.

Madrigal Pharmaceuticals, Inc. (MDGL) 20-Day Implied Volatility Skew data is not available for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5659
Historical Volatility (Parkinson)	0.4936
Implied Volatility (Calls)	0.5411
Implied Volatility (Puts)	0.5243
Implied Volatility (Mean)	0.5327
Put-Call Implied Volatility Ratio	0.9690
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0572
Put-Call Ratio (Open Interest)	0.5774
Forward Price	212.52
Call Breakeven Price	287.38
Put Breakeven Price	191.69
Option Breakeven Price	253.79