Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0428 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5189
Historical Volatility (Parkinson)	0.4882
Implied Volatility (Calls)	0.6085
Implied Volatility (Puts)	0.6349
Implied Volatility (Mean)	0.6217
Put-Call Implied Volatility Ratio	1.0434
Implied Volatility Skew	0.0428
Option Statistics
Put-Call Ratio (Volume)	2.6667
Put-Call Ratio (Open Interest)	0.9557