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.

Hewlett Packard Enterprise Company (HPE) had 20-Day Implied Volatility Skew of 0.0428 for 2025-08-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2740
Historical Volatility (Parkinson)	0.2017
Implied Volatility (Calls)	0.3617
Implied Volatility (Puts)	0.3662
Implied Volatility (Mean)	0.3640
Put-Call Implied Volatility Ratio	1.0125
Implied Volatility Skew	0.0428
Option Statistics
Put-Call Ratio (Volume)	3.1128
Put-Call Ratio (Open Interest)	0.4256