Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0642 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)	0.3713
Historical Volatility (Parkinson)	0.3374
Implied Volatility (Calls)	0.3678
Implied Volatility (Puts)	0.3317
Implied Volatility (Mean)	0.3497
Put-Call Implied Volatility Ratio	0.9020
Implied Volatility Skew	0.0642
Option Statistics
Put-Call Ratio (Volume)	1.4841
Put-Call Ratio (Open Interest)	0.3982