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.

Costamare Inc. (CMRE) had 20-Day Implied Volatility Skew of 0.0700 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)	0.3263
Historical Volatility (Parkinson)	0.2959
Implied Volatility (Calls)	0.3880
Implied Volatility (Puts)	0.3773
Implied Volatility (Mean)	0.3827
Put-Call Implied Volatility Ratio	0.9723
Implied Volatility Skew	0.0700
Option Statistics
Put-Call Ratio (Volume)	0.3333
Put-Call Ratio (Open Interest)	0.4822