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.

Integra LifeSciences Holdings Corporation (IART) had 180-Day Implied Volatility Skew of 0.1251 for 2026-10-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7135
Historical Volatility (Parkinson)	0.5087
Implied Volatility (Calls)	0.7517
Implied Volatility (Puts)	0.7218
Implied Volatility (Mean)	0.7367
Put-Call Implied Volatility Ratio	0.9603
Implied Volatility Skew	0.1251
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1852