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.

SAP SE (SAP) had 120-Day Implied Volatility Skew of 0.0283 for 2025-09-12.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-09-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2300
Historical Volatility (Parkinson)	0.1383
Implied Volatility (Calls)	0.2774
Implied Volatility (Puts)	0.2760
Implied Volatility (Mean)	0.2767
Put-Call Implied Volatility Ratio	0.9947
Implied Volatility Skew	0.0283
Option Statistics
Put-Call Ratio (Volume)	0.2276
Put-Call Ratio (Open Interest)	1.4859