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.

Emerson Electric Co. (EMR) had 20-Day Implied Volatility Skew of 0.0314 for 2025-12-15.

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 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2057
Historical Volatility (Parkinson)	0.1917
Implied Volatility (Calls)	0.2284
Implied Volatility (Puts)	0.2270
Implied Volatility (Mean)	0.2277
Put-Call Implied Volatility Ratio	0.9936
Implied Volatility Skew	0.0314
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	1.2075