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.

Greenland Energy Company (GLND) had 20-Day Implied Volatility Skew of 0.5562 for 2026-06-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9201
Historical Volatility (Parkinson)	0.9650
Implied Volatility (Calls)	2.0093
Implied Volatility (Puts)	1.9420
Implied Volatility (Mean)	1.9757
Put-Call Implied Volatility Ratio	0.9665
Implied Volatility Skew	0.5562
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0287