Implied Volatility Skew (20-Day)

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

Icahn Enterprises L.P. (IEP) had 20-Day Implied Volatility Skew of 0.1822 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2465
Historical Volatility (Parkinson)	0.2001
Implied Volatility (Calls)	0.4031
Implied Volatility (Puts)	0.3854
Implied Volatility (Mean)	0.3942
Put-Call Implied Volatility Ratio	0.9561
Implied Volatility Skew	0.1822
Option Statistics
Put-Call Ratio (Volume)	7.8696
Put-Call Ratio (Open Interest)	0.4374