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.

Clean Harbors, Inc. (CLH) had 20-Day Implied Volatility Skew of 0.0137 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1316
Historical Volatility (Parkinson)	0.1833
Implied Volatility (Calls)	0.3167
Implied Volatility (Puts)	0.3419
Implied Volatility (Mean)	0.3293
Put-Call Implied Volatility Ratio	1.0795
Implied Volatility Skew	0.0137
Option Statistics
Put-Call Ratio (Volume)	2.3810
Put-Call Ratio (Open Interest)	0.1543