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.

Better Home & Finance Holding Company (BETR) had 20-Day Implied Volatility Skew of -0.0423 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	1.6040
Historical Volatility (Parkinson)	1.3929
Implied Volatility (Calls)	1.3036
Implied Volatility (Puts)	1.2341
Implied Volatility (Mean)	1.2689
Put-Call Implied Volatility Ratio	0.9467
Implied Volatility Skew	-0.0423
Option Statistics
Put-Call Ratio (Volume)	0.1024
Put-Call Ratio (Open Interest)	1.0167