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.

Biogen Inc. (BIIB) had 180-Day Implied Volatility Skew of 0.0295 for 2022-12-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5731
Historical Volatility (Parkinson)	0.2877
Implied Volatility (Calls)	0.3809
Implied Volatility (Puts)	0.3865
Implied Volatility (Mean)	0.3837
Put-Call Implied Volatility Ratio	1.0147
Implied Volatility Skew	0.0295
Option Statistics
Put-Call Ratio (Volume)	0.2935
Put-Call Ratio (Open Interest)	1.4976
Forward Price	301.37
Call Breakeven Price	357.35
Put Breakeven Price	227.62
Option Breakeven Price	286.01

Data from Quantcha