Implied Volatility Skew (120-Day)

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

Biohaven Ltd. (BHVN) had 120-Day Implied Volatility Skew of 0.1040 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)	0.7991
Historical Volatility (Parkinson)	0.7796
Implied Volatility (Calls)	1.0441
Implied Volatility (Puts)	0.9939
Implied Volatility (Mean)	1.0190
Put-Call Implied Volatility Ratio	0.9519
Implied Volatility Skew	0.1040
Option Statistics
Put-Call Ratio (Volume)	0.0139
Put-Call Ratio (Open Interest)	0.2617