Implied Volatility Skew (10-Day)

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

Teva Pharmaceutical Industries Ltd. (TEVA) had 10-Day Implied Volatility Skew of 0.1883 for 2026-09-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3031
Historical Volatility (Parkinson)	0.2193
Implied Volatility (Calls)	0.2810
Implied Volatility (Puts)	0.3166
Implied Volatility (Mean)	0.2988
Put-Call Implied Volatility Ratio	1.1268
Implied Volatility Skew	0.1883
Option Statistics
Put-Call Ratio (Volume)	0.4160
Put-Call Ratio (Open Interest)	0.7092