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.

Apple Inc. (AAPL) had 30-Day Implied Volatility Skew of 0.1195 for 2026-11-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-11-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2495
Historical Volatility (Parkinson)	0.2173
Implied Volatility (Calls)	0.2651
Implied Volatility (Puts)	0.2535
Implied Volatility (Mean)	0.2593
Put-Call Implied Volatility Ratio	0.9564
Implied Volatility Skew	0.1195
Option Statistics
Put-Call Ratio (Volume)	1.3083
Put-Call Ratio (Open Interest)	0.7290