Implied Volatility Skew (120-Day)

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

Bitfarms Ltd. (BITF) had 120-Day Implied Volatility Skew of 0.0949 for 2026-03-09.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0545
Historical Volatility (Parkinson)	0.8714
Implied Volatility (Calls)	1.1314
Implied Volatility (Puts)	1.1598
Implied Volatility (Mean)	1.1456
Put-Call Implied Volatility Ratio	1.0252
Implied Volatility Skew	0.0949
Option Statistics
Put-Call Ratio (Volume)	0.0025
Put-Call Ratio (Open Interest)	0.1641