Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

MEDIFAST INC (MED) had 120-Day Implied Volatility Skew of -0.0034 for 2024-06-12.

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

Figures for 2024-06-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7191
Historical Volatility (Parkinson)	0.5236
Implied Volatility (Calls)	0.9103
Implied Volatility (Puts)	0.9588
Implied Volatility (Mean)	0.9346
Put-Call Implied Volatility Ratio	1.0532
Implied Volatility Skew	-0.0034
Option Statistics
Put-Call Ratio (Volume)	11.1247
Put-Call Ratio (Open Interest)	4.1837
Forward Price	20.86
Call Breakeven Price	43.98
Put Breakeven Price	17.73
Option Breakeven Price	26.66