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.

Credo Technology Group Holding Ltd. (CRDO) had 20-Day Implied Volatility Skew of -0.0123 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)	1.0530
Historical Volatility (Parkinson)	1.0056
Implied Volatility (Calls)	1.0611
Implied Volatility (Puts)	1.0906
Implied Volatility (Mean)	1.0758
Put-Call Implied Volatility Ratio	1.0278
Implied Volatility Skew	-0.0123
Option Statistics
Put-Call Ratio (Volume)	0.8199
Put-Call Ratio (Open Interest)	1.1369