Put-Call Implied Volatility Ratio (90-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Biogen Inc. (BIIB) had 90-Day Put-Call Implied Volatility Ratio of 1.0022 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3176
Historical Volatility (Parkinson)	0.2760
Implied Volatility (Calls)	0.6430
Implied Volatility (Puts)	0.6444
Implied Volatility (Mean)	0.6437
Put-Call Implied Volatility Ratio	1.0022
Implied Volatility Skew	-0.0426
Option Statistics
Put-Call Ratio (Volume)	0.1624
Put-Call Ratio (Open Interest)	1.2221
Forward Price	203.78
Call Breakeven Price	262.43
Put Breakeven Price	163.20
Option Breakeven Price	208.07

Data from Quantcha