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.

Contango Silver & Gold Inc. (CTGO) had 30-Day Implied Volatility Skew of 0.3724 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)	0.6433
Historical Volatility (Parkinson)	0.5432
Implied Volatility (Calls)	0.8198
Implied Volatility (Puts)	0.4693
Implied Volatility (Mean)	0.6445
Put-Call Implied Volatility Ratio	0.5725
Implied Volatility Skew	0.3724
Option Statistics
Put-Call Ratio (Volume)	0.1176
Put-Call Ratio (Open Interest)	0.4250