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 -0.0189 for 2026-08-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-08-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2277
Historical Volatility (Parkinson)	0.2108
Implied Volatility (Calls)	0.2265
Implied Volatility (Puts)	0.3175
Implied Volatility (Mean)	0.2720
Put-Call Implied Volatility Ratio	1.4014
Implied Volatility Skew	-0.0189
Option Statistics
Put-Call Ratio (Volume)	1.7143
Put-Call Ratio (Open Interest)	0.7919