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.

Iovance Biotherapeutics, Inc. (IOVA) had 30-Day Implied Volatility Skew of 0.0297 for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5067
Historical Volatility (Parkinson)	0.5122
Implied Volatility (Calls)	1.1919
Implied Volatility (Puts)	1.1278
Implied Volatility (Mean)	1.1598
Put-Call Implied Volatility Ratio	0.9462
Implied Volatility Skew	0.0297
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3295
Forward Price	11.67
Call Breakeven Price	14.51
Put Breakeven Price	9.97
Option Breakeven Price	13.47