Implied Volatility Skew (30-Day)

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

Domino's Pizza Inc (DPZ) had 30-Day Implied Volatility Skew of 0.0585 for 2025-12-18.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2566
Historical Volatility (Parkinson)	0.2299
Implied Volatility (Calls)	0.2380
Implied Volatility (Puts)	0.2469
Implied Volatility (Mean)	0.2425
Put-Call Implied Volatility Ratio	1.0375
Implied Volatility Skew	0.0585
Option Statistics
Put-Call Ratio (Volume)	2.7354
Put-Call Ratio (Open Interest)	0.9176