Implied Volatility Skew (120-Day)

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

Live Nation Entertainment, Inc. (LYV) had 120-Day Implied Volatility Skew of 0.0610 for 2026-05-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3673
Historical Volatility (Parkinson)	0.3401
Implied Volatility (Calls)	0.3731
Implied Volatility (Puts)	0.3518
Implied Volatility (Mean)	0.3625
Put-Call Implied Volatility Ratio	0.9428
Implied Volatility Skew	0.0610
Option Statistics
Put-Call Ratio (Volume)	2.0295
Put-Call Ratio (Open Interest)	0.7958