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.

Huron Consulting Group Inc. (HURN) had 20-Day Implied Volatility Skew of 0.0880 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)	0.3179
Historical Volatility (Parkinson)	0.4742
Implied Volatility (Calls)	0.5019
Implied Volatility (Puts)	0.5938
Implied Volatility (Mean)	0.5478
Put-Call Implied Volatility Ratio	1.1832
Implied Volatility Skew	0.0880
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2775