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.

Universal Health Services, Inc. (UHS) 30-Day Implied Volatility Skew data is not available for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2744
Historical Volatility (Parkinson)	0.2762
Implied Volatility (Calls)	0.2497
Implied Volatility (Puts)	0.2750
Implied Volatility (Mean)	0.2623
Put-Call Implied Volatility Ratio	1.1012
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	267.0571
Put-Call Ratio (Open Interest)	0.3942
Forward Price	179.44
Call Breakeven Price	185.26
Put Breakeven Price	162.34
Option Breakeven Price	179.06