Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

UnitedHealth Group Incorporated (UNH) had 90-Day Implied Volatility Skew of -0.0023 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2605
Historical Volatility (Parkinson)	0.1815
Implied Volatility (Calls)	0.2087
Implied Volatility (Puts)	0.2359
Implied Volatility (Mean)	0.2223
Put-Call Implied Volatility Ratio	1.1303
Implied Volatility Skew	-0.0023
Option Statistics
Put-Call Ratio (Volume)	0.3880
Put-Call Ratio (Open Interest)	0.9077
Forward Price	501.21
Call Breakeven Price	547.39
Put Breakeven Price	428.60
Option Breakeven Price	490.84