Implied Volatility Skew (60-Day)

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

Haleon PLC Sponsored ADR (HLN) had 60-Day Implied Volatility Skew of 0.0080 for 2025-05-09.

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 2025-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3104
Historical Volatility (Parkinson)	0.1999
Implied Volatility (Calls)	0.2611
Implied Volatility (Puts)	0.4590
Implied Volatility (Mean)	0.3600
Put-Call Implied Volatility Ratio	1.7576
Implied Volatility Skew	0.0080
Option Statistics
Put-Call Ratio (Volume)	0.0200
Put-Call Ratio (Open Interest)	0.5702