Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0222 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8893
Historical Volatility (Parkinson)	0.2860
Implied Volatility (Calls)	0.4912
Implied Volatility (Puts)	0.4912
Implied Volatility (Mean)	0.4912
Put-Call Implied Volatility Ratio	1.0000
Implied Volatility Skew	0.0222
Option Statistics
Put-Call Ratio (Volume)	0.3953
Put-Call Ratio (Open Interest)	1.1429
Forward Price	265.51
Call Breakeven Price	287.55
Put Breakeven Price	212.01
Option Breakeven Price	256.04

Data from Quantcha