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.

Doximity, Inc. (DOCS) had 180-Day Implied Volatility Skew of 0.0099 for 2025-09-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-09-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4799
Historical Volatility (Parkinson)	0.4066
Implied Volatility (Calls)	0.5252
Implied Volatility (Puts)	0.5252
Implied Volatility (Mean)	0.5252
Put-Call Implied Volatility Ratio	1.0000
Implied Volatility Skew	0.0099
Option Statistics
Put-Call Ratio (Volume)	2.1064
Put-Call Ratio (Open Interest)	1.6576