Implied Volatility Skew (20-Day)

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

e.l.f. Beauty (ELF) had 20-Day Implied Volatility Skew of 0.0739 for 2026-09-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4775
Historical Volatility (Parkinson)	0.4215
Implied Volatility (Calls)	0.5378
Implied Volatility (Puts)	0.5039
Implied Volatility (Mean)	0.5208
Put-Call Implied Volatility Ratio	0.9369
Implied Volatility Skew	0.0739
Option Statistics
Put-Call Ratio (Volume)	0.2240
Put-Call Ratio (Open Interest)	0.6303