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.

Teva Pharmaceutical Industries Ltd. (TEVA) had 120-Day Implied Volatility Skew of 0.0151 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)	0.3523
Historical Volatility (Parkinson)	0.2934
Implied Volatility (Calls)	0.3553
Implied Volatility (Puts)	0.3835
Implied Volatility (Mean)	0.3694
Put-Call Implied Volatility Ratio	1.0793
Implied Volatility Skew	0.0151
Option Statistics
Put-Call Ratio (Volume)	1.3402
Put-Call Ratio (Open Interest)	0.5879