Implied Volatility Skew (180-Day)

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

DeFi Technologies Inc. (DEFT) had 180-Day Implied Volatility Skew of -0.1088 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0478
Historical Volatility (Parkinson)	0.8739
Implied Volatility (Calls)	1.7901
Implied Volatility (Puts)	1.1877
Implied Volatility (Mean)	1.4889
Put-Call Implied Volatility Ratio	0.6635
Implied Volatility Skew	-0.1088
Option Statistics
Put-Call Ratio (Volume)	0.0079
Put-Call Ratio (Open Interest)	0.1109