Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0894 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2926
Historical Volatility (Parkinson)	0.2040
Implied Volatility (Calls)	0.3359
Implied Volatility (Puts)	0.3044
Implied Volatility (Mean)	0.3202
Put-Call Implied Volatility Ratio	0.9063
Implied Volatility Skew	0.0894
Option Statistics
Put-Call Ratio (Volume)	0.6475
Put-Call Ratio (Open Interest)	0.9546
Forward Price	203.11
Call Breakeven Price	214.39
Put Breakeven Price	189.82
Option Breakeven Price	203.34