Implied Volatility Skew (60-Day)

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

Almonty Industries Inc. (ALM) had 60-Day Implied Volatility Skew of 0.0012 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0243
Historical Volatility (Parkinson)	0.8276
Implied Volatility (Calls)	0.8765
Implied Volatility (Puts)	0.8858
Implied Volatility (Mean)	0.8811
Put-Call Implied Volatility Ratio	1.0106
Implied Volatility Skew	0.0012
Option Statistics
Put-Call Ratio (Volume)	0.0248
Put-Call Ratio (Open Interest)	0.6214