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.

10x Genomics (TXG) had 120-Day Implied Volatility Skew of 0.0164 for 2026-10-02.

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 2026-10-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7367
Historical Volatility (Parkinson)	0.6771
Implied Volatility (Calls)	0.8698
Implied Volatility (Puts)	0.8590
Implied Volatility (Mean)	0.8644
Put-Call Implied Volatility Ratio	0.9876
Implied Volatility Skew	0.0164
Option Statistics
Put-Call Ratio (Volume)	0.2812
Put-Call Ratio (Open Interest)	0.4667