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.

GigaCloud Technology Inc. (GCT) had 30-Day Implied Volatility Skew of 0.0136 for 2025-06-24.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3668
Historical Volatility (Parkinson)	0.3680
Implied Volatility (Calls)	0.6032
Implied Volatility (Puts)	0.5759
Implied Volatility (Mean)	0.5895
Put-Call Implied Volatility Ratio	0.9547
Implied Volatility Skew	0.0136
Option Statistics
Put-Call Ratio (Volume)	0.2780
Put-Call Ratio (Open Interest)	0.6666