Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.7636 for 2025-05-30.

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 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9411
Historical Volatility (Parkinson)	0.7217
Implied Volatility (Calls)	1.5780
Implied Volatility (Puts)	1.5961
Implied Volatility (Mean)	1.5871
Put-Call Implied Volatility Ratio	1.0115
Implied Volatility Skew	-0.7636
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.4779