Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

American Battery Technology Company (ABAT) had 20-Day Implied Volatility Skew of 0.1085 for 2025-12-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8669
Historical Volatility (Parkinson)	0.9630
Implied Volatility (Calls)	1.1504
Implied Volatility (Puts)	1.2171
Implied Volatility (Mean)	1.1837
Put-Call Implied Volatility Ratio	1.0580
Implied Volatility Skew	0.1085
Option Statistics
Put-Call Ratio (Volume)	0.1751
Put-Call Ratio (Open Interest)	0.9817