Implied Volatility Skew (180-Day)

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

Credo Technology Group Holding Ltd. (CRDO) had 180-Day Implied Volatility Skew of 0.0074 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0403
Historical Volatility (Parkinson)	0.8586
Implied Volatility (Calls)	0.7877
Implied Volatility (Puts)	0.7528
Implied Volatility (Mean)	0.7703
Put-Call Implied Volatility Ratio	0.9558
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	0.3964
Put-Call Ratio (Open Interest)	1.8905