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.

Belden Inc (BDC) had 30-Day Implied Volatility Skew of 0.0062 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4043
Historical Volatility (Parkinson)	0.3603
Implied Volatility (Calls)	0.3802
Implied Volatility (Puts)	0.3993
Implied Volatility (Mean)	0.3897
Put-Call Implied Volatility Ratio	1.0503
Implied Volatility Skew	0.0062
Option Statistics
Put-Call Ratio (Volume)	0.1492
Put-Call Ratio (Open Interest)	3.4194