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.

Molina Healthcare, Inc (MOH) had 60-Day Implied Volatility Skew of 0.0318 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2616
Historical Volatility (Parkinson)	0.2433
Implied Volatility (Calls)	0.2371
Implied Volatility (Puts)	0.2397
Implied Volatility (Mean)	0.2384
Put-Call Implied Volatility Ratio	1.0112
Implied Volatility Skew	0.0318
Option Statistics
Put-Call Ratio (Volume)	0.0278
Put-Call Ratio (Open Interest)	0.8767
Forward Price	342.41
Call Breakeven Price	397.37
Put Breakeven Price	315.46
Option Breakeven Price	359.90