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.

Global-e Online Ltd. (GLBE) had 30-Day Implied Volatility Skew of 0.0634 for 2025-10-13.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3885
Historical Volatility (Parkinson)	0.3423
Implied Volatility (Calls)	0.5388
Implied Volatility (Puts)	0.5325
Implied Volatility (Mean)	0.5356
Put-Call Implied Volatility Ratio	0.9883
Implied Volatility Skew	0.0634
Option Statistics
Put-Call Ratio (Volume)	1.4138
Put-Call Ratio (Open Interest)	0.4877