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.

CAE Inc (CAE) had 20-Day Implied Volatility Skew of -0.0031 for 2026-06-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7672
Historical Volatility (Parkinson)	0.4256
Implied Volatility (Calls)	0.4585
Implied Volatility (Puts)	0.3882
Implied Volatility (Mean)	0.4233
Put-Call Implied Volatility Ratio	0.8467
Implied Volatility Skew	-0.0031
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.0973