Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0777 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)	0.3649
Historical Volatility (Parkinson)	0.3253
Implied Volatility (Calls)	0.3345
Implied Volatility (Puts)	0.3096
Implied Volatility (Mean)	0.3221
Put-Call Implied Volatility Ratio	0.9255
Implied Volatility Skew	0.0777
Option Statistics
Put-Call Ratio (Volume)	0.2497
Put-Call Ratio (Open Interest)	1.0764