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.

Abeona Therapeutics Inc. (ABEO) had 120-Day Implied Volatility Skew of 0.5386 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4452
Historical Volatility (Parkinson)	0.4473
Implied Volatility (Calls)	1.2001
Implied Volatility (Puts)	0.8475
Implied Volatility (Mean)	1.0238
Put-Call Implied Volatility Ratio	0.7062
Implied Volatility Skew	0.5386
Option Statistics
Put-Call Ratio (Volume)	2.5714
Put-Call Ratio (Open Interest)	0.2075