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.

Revolution Medicines, Inc. (RVMD) had 120-Day Implied Volatility Skew of 0.0253 for 2024-05-30.

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

Figures for 2024-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4089
Historical Volatility (Parkinson)	0.4419
Implied Volatility (Calls)	0.7436
Implied Volatility (Puts)	0.7754
Implied Volatility (Mean)	0.7595
Put-Call Implied Volatility Ratio	1.0428
Implied Volatility Skew	0.0253
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7960
Forward Price	38.59
Call Breakeven Price	44.05
Put Breakeven Price	29.73
Option Breakeven Price	37.76