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 0.0153 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4064
Historical Volatility (Parkinson)	0.4463
Implied Volatility (Calls)	0.4699
Implied Volatility (Puts)	0.4592
Implied Volatility (Mean)	0.4645
Put-Call Implied Volatility Ratio	0.9771
Implied Volatility Skew	0.0153
Option Statistics
Put-Call Ratio (Volume)	0.2857
Put-Call Ratio (Open Interest)	1.9378
Forward Price	47.73
Call Breakeven Price	64.96
Put Breakeven Price	39.55
Option Breakeven Price	48.22