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.

e.l.f. Beauty (ELF) had 30-Day Implied Volatility Skew of 0.0013 for 2025-10-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-10-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5616
Historical Volatility (Parkinson)	0.4766
Implied Volatility (Calls)	0.8215
Implied Volatility (Puts)	0.8189
Implied Volatility (Mean)	0.8202
Put-Call Implied Volatility Ratio	0.9968
Implied Volatility Skew	0.0013
Option Statistics
Put-Call Ratio (Volume)	0.9975
Put-Call Ratio (Open Interest)	1.9354