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.

Booking Holdings Inc. (BKNG) had 20-Day Implied Volatility Skew of 0.0628 for 2025-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1883
Historical Volatility (Parkinson)	0.1886
Implied Volatility (Calls)	0.2628
Implied Volatility (Puts)	0.2698
Implied Volatility (Mean)	0.2663
Put-Call Implied Volatility Ratio	1.0266
Implied Volatility Skew	0.0628
Option Statistics
Put-Call Ratio (Volume)	0.5298
Put-Call Ratio (Open Interest)	0.9638