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.

Doximity, Inc. (DOCS) had 120-Day Implied Volatility Skew of 0.0152 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4936
Historical Volatility (Parkinson)	0.3851
Implied Volatility (Calls)	0.5835
Implied Volatility (Puts)	0.5724
Implied Volatility (Mean)	0.5779
Put-Call Implied Volatility Ratio	0.9810
Implied Volatility Skew	0.0152
Option Statistics
Put-Call Ratio (Volume)	5.4561
Put-Call Ratio (Open Interest)	0.6247