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.

enGene Therapeutics Inc (ENGN) had 30-Day Implied Volatility Skew of 0.2880 for 2026-04-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6367
Historical Volatility (Parkinson)	0.7042
Implied Volatility (Calls)	2.7501
Implied Volatility (Puts)	2.7827
Implied Volatility (Mean)	2.7664
Put-Call Implied Volatility Ratio	1.0118
Implied Volatility Skew	0.2880
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000