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.

Credo Technology Group Holding Ltd. (CRDO) had 30-Day Implied Volatility Skew of 0.0367 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1280
Historical Volatility (Parkinson)	0.9370
Implied Volatility (Calls)	1.1623
Implied Volatility (Puts)	1.1522
Implied Volatility (Mean)	1.1572
Put-Call Implied Volatility Ratio	0.9913
Implied Volatility Skew	0.0367
Option Statistics
Put-Call Ratio (Volume)	2.5248
Put-Call Ratio (Open Interest)	1.7083