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 0.0597 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)	0.3182
Historical Volatility (Parkinson)	0.2339
Implied Volatility (Calls)	0.2689
Implied Volatility (Puts)	0.2599
Implied Volatility (Mean)	0.2644
Put-Call Implied Volatility Ratio	0.9665
Implied Volatility Skew	0.0597
Option Statistics
Put-Call Ratio (Volume)	1.7697
Put-Call Ratio (Open Interest)	2.4149
Forward Price	295.74
Call Breakeven Price	312.10
Put Breakeven Price	268.94
Option Breakeven Price	277.44

Data from Quantcha