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.

Emerson Electric Co. (EMR) had 30-Day Implied Volatility Skew of 0.0597 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2801
Historical Volatility (Parkinson)	0.2344
Implied Volatility (Calls)	0.2454
Implied Volatility (Puts)	0.2532
Implied Volatility (Mean)	0.2493
Put-Call Implied Volatility Ratio	1.0317
Implied Volatility Skew	0.0597
Option Statistics
Put-Call Ratio (Volume)	0.4444
Put-Call Ratio (Open Interest)	1.3548