Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Caesars Entertainment, Inc. (CZR) had 90-Day Implied Volatility Skew of 0.0448 for 2024-10-31.
Tip: Click on any volatility metric or option statistic to view a historical chart of that value.
Got It!
Your free access has expired. Please subscribe to continue using the site. For a limited time, all new subscriptions begin with a one week free trial! If you are already subscribed, please Log In.