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.

R1 RCM Inc. (RCM) 120-Day Implied Volatility Skew data is not available for 2024-05-20.

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Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5007
Historical Volatility (Parkinson)	0.3506
Implied Volatility (Calls)	0.4273
Implied Volatility (Puts)	0.4287
Implied Volatility (Mean)	0.4280
Put-Call Implied Volatility Ratio	1.0033
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.8230
Forward Price	12.44
Call Breakeven Price	15.85
Put Breakeven Price	9.92
Option Breakeven Price	12.03