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 0.0436 for 2026-04-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3177
Historical Volatility (Parkinson)	0.3079
Implied Volatility (Calls)	0.3840
Implied Volatility (Puts)	0.3891
Implied Volatility (Mean)	0.3866
Put-Call Implied Volatility Ratio	1.0135
Implied Volatility Skew	0.0436
Option Statistics
Put-Call Ratio (Volume)	0.9200
Put-Call Ratio (Open Interest)	1.3930