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.

Camtek Ltd. (CAMT) had 20-Day Implied Volatility Skew of 0.1435 for 2026-10-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6086
Historical Volatility (Parkinson)	0.5541
Implied Volatility (Calls)	0.9543
Implied Volatility (Puts)	0.9523
Implied Volatility (Mean)	0.9533
Put-Call Implied Volatility Ratio	0.9979
Implied Volatility Skew	0.1435
Option Statistics
Put-Call Ratio (Volume)	1.3263
Put-Call Ratio (Open Interest)	1.2373