Implied Volatility Skew (120-Day)

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

International Flavors & Fragrances Inc. (IFF) had 120-Day Implied Volatility Skew of 0.0250 for 2026-01-13.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2520
Historical Volatility (Parkinson)	0.2248
Implied Volatility (Calls)	0.3144
Implied Volatility (Puts)	0.3194
Implied Volatility (Mean)	0.3169
Put-Call Implied Volatility Ratio	1.0157
Implied Volatility Skew	0.0250
Option Statistics
Put-Call Ratio (Volume)	0.9932
Put-Call Ratio (Open Interest)	0.8179