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.

International Flavors & Fragrances Inc. (IFF) had 20-Day Implied Volatility Skew of 0.1112 for 2026-05-29.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3299
Historical Volatility (Parkinson)	0.3427
Implied Volatility (Calls)	0.2983
Implied Volatility (Puts)	0.3328
Implied Volatility (Mean)	0.3155
Put-Call Implied Volatility Ratio	1.1158
Implied Volatility Skew	0.1112
Option Statistics
Put-Call Ratio (Volume)	0.6500
Put-Call Ratio (Open Interest)	1.2115