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.

Linde PLC (LIN) had 180-Day Implied Volatility Skew of 0.0202 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1965
Historical Volatility (Parkinson)	0.1909
Implied Volatility (Calls)	0.2510
Implied Volatility (Puts)	0.2424
Implied Volatility (Mean)	0.2467
Put-Call Implied Volatility Ratio	0.9656
Implied Volatility Skew	0.0202
Option Statistics
Put-Call Ratio (Volume)	5.2857
Put-Call Ratio (Open Interest)	1.3613