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.

WAVE Life Sciences Ltd. (WVE) had 120-Day Implied Volatility Skew of -0.1612 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	1.3165
Historical Volatility (Parkinson)	0.6172
Implied Volatility (Calls)	1.0965
Implied Volatility (Puts)	1.6482
Implied Volatility (Mean)	1.3724
Put-Call Implied Volatility Ratio	1.5031
Implied Volatility Skew	-0.1612
Option Statistics
Put-Call Ratio (Volume)	0.0022
Put-Call Ratio (Open Interest)	0.1303