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.

Molina Healthcare, Inc (MOH) had 30-Day Implied Volatility Skew of 0.0447 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)	0.2914
Historical Volatility (Parkinson)	0.2119
Implied Volatility (Calls)	0.3125
Implied Volatility (Puts)	0.3173
Implied Volatility (Mean)	0.3149
Put-Call Implied Volatility Ratio	1.0153
Implied Volatility Skew	0.0447
Option Statistics
Put-Call Ratio (Volume)	0.4622
Put-Call Ratio (Open Interest)	1.5044
Forward Price	368.84
Call Breakeven Price	406.37
Put Breakeven Price	328.65
Option Breakeven Price	360.57