Implied Volatility Skew (30-Day)

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

LyondellBasell Industries N.V. (LYB) had 30-Day Implied Volatility Skew of 0.0361 for 2025-10-08.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2932
Historical Volatility (Parkinson)	0.2923
Implied Volatility (Calls)	0.4973
Implied Volatility (Puts)	0.4836
Implied Volatility (Mean)	0.4905
Put-Call Implied Volatility Ratio	0.9726
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	1.7025
Put-Call Ratio (Open Interest)	0.6099