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.

GE Vernova Inc. (GEV) had 20-Day Implied Volatility Skew of 0.0847 for 2025-06-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3150
Historical Volatility (Parkinson)	0.3107
Implied Volatility (Calls)	0.3718
Implied Volatility (Puts)	0.3743
Implied Volatility (Mean)	0.3730
Put-Call Implied Volatility Ratio	1.0066
Implied Volatility Skew	0.0847
Option Statistics
Put-Call Ratio (Volume)	1.2267
Put-Call Ratio (Open Interest)	1.5761