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.

Genie Energy Ltd. (GNE) had 20-Day Implied Volatility Skew of 0.3733 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2445
Historical Volatility (Parkinson)	0.2555
Implied Volatility (Calls)	0.7618
Implied Volatility (Puts)	0.4491
Implied Volatility (Mean)	0.6055
Put-Call Implied Volatility Ratio	0.5896
Implied Volatility Skew	0.3733
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	0.0000