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.

West Pharmaceutical Services, Inc. (WST) had 30-Day Implied Volatility Skew of 0.0686 for 2026-04-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2291
Historical Volatility (Parkinson)	0.2718
Implied Volatility (Calls)	0.5117
Implied Volatility (Puts)	0.5399
Implied Volatility (Mean)	0.5258
Put-Call Implied Volatility Ratio	1.0551
Implied Volatility Skew	0.0686
Option Statistics
Put-Call Ratio (Volume)	0.5408
Put-Call Ratio (Open Interest)	8.2186