Implied Volatility Skew (180-Day)

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

Legend Biotech Corporation Sponsored ADR (LEGN) had 180-Day Implied Volatility Skew of -0.0311 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8689
Historical Volatility (Parkinson)	0.6812
Implied Volatility (Calls)	0.6386
Implied Volatility (Puts)	0.5377
Implied Volatility (Mean)	0.5882
Put-Call Implied Volatility Ratio	0.8419
Implied Volatility Skew	-0.0311
Option Statistics
Put-Call Ratio (Volume)	1.8571
Put-Call Ratio (Open Interest)	0.4324