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.

COMPASS Pathways PLC Sponsored ADR (CMPS) had 120-Day Implied Volatility Skew of 0.0193 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1056
Historical Volatility (Parkinson)	0.7780
Implied Volatility (Calls)	1.1921
Implied Volatility (Puts)	1.1498
Implied Volatility (Mean)	1.1710
Put-Call Implied Volatility Ratio	0.9645
Implied Volatility Skew	0.0193
Option Statistics
Put-Call Ratio (Volume)	0.3742
Put-Call Ratio (Open Interest)	0.4462