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.

Gorilla Technology Group Inc. (GRRR) had 20-Day Implied Volatility Skew of 0.1000 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5490
Historical Volatility (Parkinson)	0.5652
Implied Volatility (Calls)	1.0175
Implied Volatility (Puts)	1.0189
Implied Volatility (Mean)	1.0182
Put-Call Implied Volatility Ratio	1.0014
Implied Volatility Skew	0.1000
Option Statistics
Put-Call Ratio (Volume)	0.2424
Put-Call Ratio (Open Interest)	0.7758