Implied Volatility Skew (180-Day)

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

Autolus Therapeutics PLC Sponsored ADR (AUTL) had 180-Day Implied Volatility Skew of 0.2368 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7197
Historical Volatility (Parkinson)	0.6771
Implied Volatility (Calls)	0.8963
Implied Volatility (Puts)	1.3470
Implied Volatility (Mean)	1.1216
Put-Call Implied Volatility Ratio	1.5029
Implied Volatility Skew	0.2368
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0119