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.

Teva Pharmaceutical Industries Ltd. (TEVA) had 20-Day Implied Volatility Skew of 0.1006 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)	0.2632
Historical Volatility (Parkinson)	0.2282
Implied Volatility (Calls)	0.2891
Implied Volatility (Puts)	0.3388
Implied Volatility (Mean)	0.3139
Put-Call Implied Volatility Ratio	1.1719
Implied Volatility Skew	0.1006
Option Statistics
Put-Call Ratio (Volume)	1.1283
Put-Call Ratio (Open Interest)	0.3990