Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0691 for 2025-12-23.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-12-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4680
Historical Volatility (Parkinson)	0.2927
Implied Volatility (Calls)	0.3941
Implied Volatility (Puts)	0.3933
Implied Volatility (Mean)	0.3937
Put-Call Implied Volatility Ratio	0.9980
Implied Volatility Skew	0.0691
Option Statistics
Put-Call Ratio (Volume)	0.0523
Put-Call Ratio (Open Interest)	1.2978