Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

BioNTech SE Sponsored ADR (BNTX) had 180-Day Implied Volatility Skew of 0.0123 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2951
Historical Volatility (Parkinson)	0.2943
Implied Volatility (Calls)	0.3301
Implied Volatility (Puts)	0.3328
Implied Volatility (Mean)	0.3314
Put-Call Implied Volatility Ratio	1.0081
Implied Volatility Skew	0.0123
Option Statistics
Put-Call Ratio (Volume)	0.4375
Put-Call Ratio (Open Interest)	1.5594
Forward Price	95.35
Call Breakeven Price	115.08
Put Breakeven Price	78.41
Option Breakeven Price	93.21