Implied Volatility Skew (120-Day)

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

CyberArk Software Ltd. (CYBR) had 120-Day Implied Volatility Skew of 0.0129 for 2025-08-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3874
Historical Volatility (Parkinson)	0.3777
Implied Volatility (Calls)	0.3371
Implied Volatility (Puts)	0.3183
Implied Volatility (Mean)	0.3277
Put-Call Implied Volatility Ratio	0.9444
Implied Volatility Skew	0.0129
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.6726