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.

Lifeward Ltd. (LFWD) had 180-Day Implied Volatility Skew of 0.1110 for 2025-08-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-08-01

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1516
Historical Volatility (Parkinson)	1.1463
Implied Volatility (Calls)	0.8934
Implied Volatility (Puts)	1.1313
Implied Volatility (Mean)	1.0123
Put-Call Implied Volatility Ratio	1.2663
Implied Volatility Skew	0.1110
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0407