Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

HIVE Digital Technologies Ltd. (HIVE) had 120-Day Implied Volatility Skew of -0.0421 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9877
Historical Volatility (Parkinson)	0.8104
Implied Volatility (Calls)	1.2863
Implied Volatility (Puts)	1.2511
Implied Volatility (Mean)	1.2687
Put-Call Implied Volatility Ratio	0.9726
Implied Volatility Skew	-0.0421
Option Statistics
Put-Call Ratio (Volume)	0.0188
Put-Call Ratio (Open Interest)	0.0556