Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0481 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2208
Historical Volatility (Parkinson)	0.2379
Implied Volatility (Calls)	0.3583
Implied Volatility (Puts)	0.3538
Implied Volatility (Mean)	0.3561
Put-Call Implied Volatility Ratio	0.9876
Implied Volatility Skew	0.0481
Option Statistics
Put-Call Ratio (Volume)	0.1206
Put-Call Ratio (Open Interest)	0.5247
Forward Price	264.49
Call Breakeven Price	323.11
Put Breakeven Price	228.44
Option Breakeven Price	290.85