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 0.1423 for 2026-10-19.

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 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1928
Historical Volatility (Parkinson)	0.2398
Implied Volatility (Calls)	0.4043
Implied Volatility (Puts)	0.4065
Implied Volatility (Mean)	0.4054
Put-Call Implied Volatility Ratio	1.0054
Implied Volatility Skew	0.1423
Option Statistics
Put-Call Ratio (Volume)	1.1083
Put-Call Ratio (Open Interest)	0.0823