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 0.0398 for 2025-12-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3181
Historical Volatility (Parkinson)	0.2601
Implied Volatility (Calls)	0.3283
Implied Volatility (Puts)	0.3322
Implied Volatility (Mean)	0.3303
Put-Call Implied Volatility Ratio	1.0121
Implied Volatility Skew	0.0398
Option Statistics
Put-Call Ratio (Volume)	0.0556
Put-Call Ratio (Open Interest)	3.3406