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.

HIVE Digital Technologies Ltd. (HIVE) had 20-Day Implied Volatility Skew of -0.3238 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6964
Historical Volatility (Parkinson)	0.7852
Implied Volatility (Calls)	1.4166
Implied Volatility (Puts)	1.4107
Implied Volatility (Mean)	1.4136
Put-Call Implied Volatility Ratio	0.9958
Implied Volatility Skew	-0.3238
Option Statistics
Put-Call Ratio (Volume)	0.1876
Put-Call Ratio (Open Interest)	0.2733