Implied Volatility Skew (120-Day)

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

PolyPid Ltd. (PYPD) had 120-Day Implied Volatility Skew of 0.0213 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7898
Historical Volatility (Parkinson)	0.6406
Implied Volatility (Calls)	1.5732
Implied Volatility (Puts)	1.1622
Implied Volatility (Mean)	1.3677
Put-Call Implied Volatility Ratio	0.7388
Implied Volatility Skew	0.0213
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1595