Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 1.1104 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0836
Historical Volatility (Parkinson)	0.8830
Implied Volatility (Calls)	2.0624
Implied Volatility (Puts)	0.7592
Implied Volatility (Mean)	1.4108
Put-Call Implied Volatility Ratio	0.3681
Implied Volatility Skew	1.1104
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1290