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.

Bicycle Therapeutics PLC Sponsored ADR (BCYC) had 180-Day Implied Volatility Skew of 0.1658 for 2026-10-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4657
Historical Volatility (Parkinson)	0.4376
Implied Volatility (Calls)	2.0531
Implied Volatility (Puts)	2.2453
Implied Volatility (Mean)	2.1492
Put-Call Implied Volatility Ratio	1.0936
Implied Volatility Skew	0.1658
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1315