Implied Volatility Skew (30-Day)

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

CollPlant Biotechnologies Ltd. Sponsored ADR (CLGN) had 30-Day Implied Volatility Skew of 0.5304 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	2.6849
Historical Volatility (Parkinson)	1.7707
Implied Volatility (Calls)	2.5749
Implied Volatility (Puts)	3.1259
Implied Volatility (Mean)	2.8504
Put-Call Implied Volatility Ratio	1.2140
Implied Volatility Skew	0.5304
Option Statistics
Put-Call Ratio (Volume)	1.6607
Put-Call Ratio (Open Interest)	0.2038