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.

TotalEnergies SE Sponsored ADR (TTE) had 120-Day Implied Volatility Skew of 0.0143 for 2026-06-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2824
Historical Volatility (Parkinson)	0.1822
Implied Volatility (Calls)	0.2668
Implied Volatility (Puts)	0.2644
Implied Volatility (Mean)	0.2656
Put-Call Implied Volatility Ratio	0.9912
Implied Volatility Skew	0.0143
Option Statistics
Put-Call Ratio (Volume)	0.1955
Put-Call Ratio (Open Interest)	0.7156