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.

Dycom Industries, Inc. (DY) had 180-Day Implied Volatility Skew of 0.0152 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5705
Historical Volatility (Parkinson)	0.4641
Implied Volatility (Calls)	0.6312
Implied Volatility (Puts)	0.6105
Implied Volatility (Mean)	0.6209
Put-Call Implied Volatility Ratio	0.9672
Implied Volatility Skew	0.0152
Option Statistics
Put-Call Ratio (Volume)	0.1111
Put-Call Ratio (Open Interest)	2.1887