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.

COMPASS Pathways PLC Sponsored ADR (CMPS) had 30-Day Implied Volatility Skew of 0.3424 for 2026-03-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-04

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2553
Historical Volatility (Parkinson)	0.8426
Implied Volatility (Calls)	1.1130
Implied Volatility (Puts)	0.7965
Implied Volatility (Mean)	0.9547
Put-Call Implied Volatility Ratio	0.7156
Implied Volatility Skew	0.3424
Option Statistics
Put-Call Ratio (Volume)	0.1003
Put-Call Ratio (Open Interest)	3.5127