Implied Volatility Skew (30-Day)

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

Indivior PLC (INDV) had 30-Day Implied Volatility Skew of 0.0916 for 2025-08-29.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5250
Historical Volatility (Parkinson)	0.3721
Implied Volatility (Calls)	0.4123
Implied Volatility (Puts)	0.4566
Implied Volatility (Mean)	0.4345
Put-Call Implied Volatility Ratio	1.1075
Implied Volatility Skew	0.0916
Option Statistics
Put-Call Ratio (Volume)	0.4000
Put-Call Ratio (Open Interest)	0.2162