Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

The Geo Group Inc (GEO) had 150-Day Implied Volatility Skew of 0.0484 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5509
Historical Volatility (Parkinson)	0.4730
Implied Volatility (Calls)	0.6495
Implied Volatility (Puts)	0.5941
Implied Volatility (Mean)	0.6218
Put-Call Implied Volatility Ratio	0.9147
Implied Volatility Skew	0.0484
Option Statistics
Put-Call Ratio (Volume)	0.0592
Put-Call Ratio (Open Interest)	0.5760