Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0291 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5257
Historical Volatility (Parkinson)	0.5921
Implied Volatility (Calls)	0.7909
Implied Volatility (Puts)	0.8134
Implied Volatility (Mean)	0.8022
Put-Call Implied Volatility Ratio	1.0285
Implied Volatility Skew	0.0291
Option Statistics
Put-Call Ratio (Volume)	0.0488
Put-Call Ratio (Open Interest)	0.1434
Forward Price	12.96
Call Breakeven Price	18.34
Put Breakeven Price	8.90
Option Breakeven Price	17.16