Implied Volatility Skew (30-Day)

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

Philip Morris International Inc. (PM) had 30-Day Implied Volatility Skew of 0.1075 for 2026-01-07.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2011
Historical Volatility (Parkinson)	0.1962
Implied Volatility (Calls)	0.3179
Implied Volatility (Puts)	0.3190
Implied Volatility (Mean)	0.3185
Put-Call Implied Volatility Ratio	1.0035
Implied Volatility Skew	0.1075
Option Statistics
Put-Call Ratio (Volume)	2.2000
Put-Call Ratio (Open Interest)	0.9463