Implied Volatility Skew (180-Day)

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

Ovid Therapeutics (OVID) had 180-Day Implied Volatility Skew of 0.0464 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8431
Historical Volatility (Parkinson)	0.7777
Implied Volatility (Calls)	1.2226
Implied Volatility (Puts)	0.9638
Implied Volatility (Mean)	1.0932
Put-Call Implied Volatility Ratio	0.7883
Implied Volatility Skew	0.0464
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2477