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.

Purple Biotech Ltd. Sponsored ADR (PPBT) had 180-Day Implied Volatility Skew of 0.1338 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	1.5047
Historical Volatility (Parkinson)	0.9687
Implied Volatility (Calls)	2.0137
Implied Volatility (Puts)	3.0354
Implied Volatility (Mean)	2.5246
Put-Call Implied Volatility Ratio	1.5073
Implied Volatility Skew	0.1338
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0084