Implied Volatility Skew (20-Day)

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

Silence Therapeutics PLC Sponsored ADR (SLN) had 20-Day Implied Volatility Skew of -0.3467 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0106
Historical Volatility (Parkinson)	0.8664
Implied Volatility (Calls)	4.4405
Implied Volatility (Puts)	3.4457
Implied Volatility (Mean)	3.9431
Put-Call Implied Volatility Ratio	0.7760
Implied Volatility Skew	-0.3467
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2251