Implied Volatility Skew (30-Day)

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

Thermo Fisher Scientific Inc. (TMO) had 30-Day Implied Volatility Skew of 0.0104 for 2026-09-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2496
Historical Volatility (Parkinson)	0.2315
Implied Volatility (Calls)	0.3537
Implied Volatility (Puts)	0.3771
Implied Volatility (Mean)	0.3654
Put-Call Implied Volatility Ratio	1.0660
Implied Volatility Skew	0.0104
Option Statistics
Put-Call Ratio (Volume)	0.1183
Put-Call Ratio (Open Interest)	0.5900