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.

Global-e Online Ltd. (GLBE) had 150-Day Implied Volatility Skew of 0.0258 for 2026-05-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5182
Historical Volatility (Parkinson)	0.4689
Implied Volatility (Calls)	0.5981
Implied Volatility (Puts)	0.5587
Implied Volatility (Mean)	0.5784
Put-Call Implied Volatility Ratio	0.9340
Implied Volatility Skew	0.0258
Option Statistics
Put-Call Ratio (Volume)	1.8857
Put-Call Ratio (Open Interest)	0.6724