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.

International Flavors & Fragrances Inc. (IFF) had 180-Day Implied Volatility Skew of 0.0210 for 2026-04-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3015
Historical Volatility (Parkinson)	0.2689
Implied Volatility (Calls)	0.3180
Implied Volatility (Puts)	0.3292
Implied Volatility (Mean)	0.3236
Put-Call Implied Volatility Ratio	1.0354
Implied Volatility Skew	0.0210
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.3615