Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0196 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2313
Historical Volatility (Parkinson)	0.1962
Implied Volatility (Calls)	0.3987
Implied Volatility (Puts)	0.3896
Implied Volatility (Mean)	0.3941
Put-Call Implied Volatility Ratio	0.9772
Implied Volatility Skew	-0.0196
Option Statistics
Put-Call Ratio (Volume)	4.9191
Put-Call Ratio (Open Interest)	0.3395
Forward Price	195.45
Call Breakeven Price	215.64
Put Breakeven Price	185.31
Option Breakeven Price	209.03