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.

Carvana Co. (CVNA) had 20-Day Implied Volatility Skew of 0.0054 for 2026-06-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7985
Historical Volatility (Parkinson)	0.5788
Implied Volatility (Calls)	0.6692
Implied Volatility (Puts)	0.7471
Implied Volatility (Mean)	0.7082
Put-Call Implied Volatility Ratio	1.1165
Implied Volatility Skew	0.0054
Option Statistics
Put-Call Ratio (Volume)	1.8667
Put-Call Ratio (Open Interest)	0.7206