Implied Volatility Skew (120-Day)

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

Boyd Gaming Corporation (BYD) had 120-Day Implied Volatility Skew of 0.0263 for 2026-04-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2717
Historical Volatility (Parkinson)	0.2539
Implied Volatility (Calls)	0.2801
Implied Volatility (Puts)	0.3005
Implied Volatility (Mean)	0.2903
Put-Call Implied Volatility Ratio	1.0727
Implied Volatility Skew	0.0263
Option Statistics
Put-Call Ratio (Volume)	0.4821
Put-Call Ratio (Open Interest)	0.7448