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.

Greenland Energy Company (GLND) had 30-Day Implied Volatility Skew of 0.4979 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)	0.8210
Historical Volatility (Parkinson)	0.8872
Implied Volatility (Calls)	1.8796
Implied Volatility (Puts)	2.0317
Implied Volatility (Mean)	1.9557
Put-Call Implied Volatility Ratio	1.0810
Implied Volatility Skew	0.4979
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0733