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.

JFrog Ltd. (FROG) had 20-Day Implied Volatility Skew of 0.1052 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.5042
Historical Volatility (Parkinson)	1.0941
Implied Volatility (Calls)	0.7884
Implied Volatility (Puts)	0.7746
Implied Volatility (Mean)	0.7815
Put-Call Implied Volatility Ratio	0.9825
Implied Volatility Skew	0.1052
Option Statistics
Put-Call Ratio (Volume)	1.3025
Put-Call Ratio (Open Interest)	0.7209