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 0.0181 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)	0.7470
Historical Volatility (Parkinson)	0.2883
Implied Volatility (Calls)	0.5223
Implied Volatility (Puts)	0.5129
Implied Volatility (Mean)	0.5176
Put-Call Implied Volatility Ratio	0.9820
Implied Volatility Skew	0.0181
Option Statistics
Put-Call Ratio (Volume)	0.8754
Put-Call Ratio (Open Interest)	0.9765
Forward Price	266.96
Call Breakeven Price	320.85
Put Breakeven Price	197.99
Option Breakeven Price	264.37

Data from Quantcha