Implied Volatility Skew (30-Day)

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

C.H. Robinson Worldwide, Inc. (CHRW) had 30-Day Implied Volatility Skew of 0.0781 for 2026-02-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6557
Historical Volatility (Parkinson)	0.6655
Implied Volatility (Calls)	0.3390
Implied Volatility (Puts)	0.3433
Implied Volatility (Mean)	0.3411
Put-Call Implied Volatility Ratio	1.0128
Implied Volatility Skew	0.0781
Option Statistics
Put-Call Ratio (Volume)	0.0650
Put-Call Ratio (Open Interest)	0.4753