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.

COMPASS Pathways PLC Sponsored ADR (CMPS) had 180-Day Implied Volatility Skew of -0.0146 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9749
Historical Volatility (Parkinson)	0.7674
Implied Volatility (Calls)	1.1558
Implied Volatility (Puts)	1.1720
Implied Volatility (Mean)	1.1639
Put-Call Implied Volatility Ratio	1.0141
Implied Volatility Skew	-0.0146
Option Statistics
Put-Call Ratio (Volume)	0.6084
Put-Call Ratio (Open Interest)	0.0464