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.

Boyd Gaming Corporation (BYD) had 180-Day Implied Volatility Skew of 0.0562 for 2026-09-08.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2776
Historical Volatility (Parkinson)	0.2480
Implied Volatility (Calls)	0.3262
Implied Volatility (Puts)	0.2896
Implied Volatility (Mean)	0.3079
Put-Call Implied Volatility Ratio	0.8877
Implied Volatility Skew	0.0562
Option Statistics
Put-Call Ratio (Volume)	0.0346
Put-Call Ratio (Open Interest)	0.2758