Implied Volatility Skew (10-Day)

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

ATI Inc. (ATI) had 10-Day Implied Volatility Skew of 0.1039 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5233
Historical Volatility (Parkinson)	0.3936
Implied Volatility (Calls)	0.5374
Implied Volatility (Puts)	0.5337
Implied Volatility (Mean)	0.5355
Put-Call Implied Volatility Ratio	0.9929
Implied Volatility Skew	0.1039
Option Statistics
Put-Call Ratio (Volume)	1.2520
Put-Call Ratio (Open Interest)	0.5934