Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.1283 for 2026-03-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5257
Historical Volatility (Parkinson)	0.5331
Implied Volatility (Calls)	2.5107
Implied Volatility (Puts)	2.3104
Implied Volatility (Mean)	2.4105
Put-Call Implied Volatility Ratio	0.9202
Implied Volatility Skew	0.1283
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0257