Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0012 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)	0.2703
Historical Volatility (Parkinson)	0.2182
Implied Volatility (Calls)	0.3590
Implied Volatility (Puts)	0.3715
Implied Volatility (Mean)	0.3652
Put-Call Implied Volatility Ratio	1.0347
Implied Volatility Skew	0.0012
Option Statistics
Put-Call Ratio (Volume)	0.1532
Put-Call Ratio (Open Interest)	2.6110