Implied Volatility Skew (180-Day)

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

AirJoule Technologies Corporation (AIRJ) had 180-Day Implied Volatility Skew of 0.1334 for 2026-08-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-08-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9431
Historical Volatility (Parkinson)	0.8902
Implied Volatility (Calls)	1.1054
Implied Volatility (Puts)	0.9767
Implied Volatility (Mean)	1.0410
Put-Call Implied Volatility Ratio	0.8836
Implied Volatility Skew	0.1334
Option Statistics
Put-Call Ratio (Volume)	0.0018
Put-Call Ratio (Open Interest)	0.0493