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 0.0483 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2602
Historical Volatility (Parkinson)	0.2122
Implied Volatility (Calls)	0.3408
Implied Volatility (Puts)	0.3389
Implied Volatility (Mean)	0.3398
Put-Call Implied Volatility Ratio	0.9944
Implied Volatility Skew	0.0483
Option Statistics
Put-Call Ratio (Volume)	11.5143
Put-Call Ratio (Open Interest)	2.3473
Forward Price	194.76
Call Breakeven Price	259.87
Put Breakeven Price	183.27
Option Breakeven Price	207.28