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.

R1 RCM Inc. (RCM) had 30-Day Implied Volatility Skew of 0.0355 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1842
Historical Volatility (Parkinson)	0.2759
Implied Volatility (Calls)	0.8999
Implied Volatility (Puts)	0.7906
Implied Volatility (Mean)	0.8453
Put-Call Implied Volatility Ratio	0.8786
Implied Volatility Skew	0.0355
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4441
Forward Price	12.06
Call Breakeven Price	14.39
Put Breakeven Price	10.05
Option Breakeven Price	13.29