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 0.0701 for 2025-10-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3342
Historical Volatility (Parkinson)	0.2881
Implied Volatility (Calls)	0.4376
Implied Volatility (Puts)	0.4134
Implied Volatility (Mean)	0.4255
Put-Call Implied Volatility Ratio	0.9447
Implied Volatility Skew	0.0701
Option Statistics
Put-Call Ratio (Volume)	0.1705
Put-Call Ratio (Open Interest)	0.1607