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.

Innodata Inc (INOD) had 20-Day Implied Volatility Skew of 0.0321 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7356
Historical Volatility (Parkinson)	0.6979
Implied Volatility (Calls)	1.0188
Implied Volatility (Puts)	1.0555
Implied Volatility (Mean)	1.0371
Put-Call Implied Volatility Ratio	1.0361
Implied Volatility Skew	0.0321
Option Statistics
Put-Call Ratio (Volume)	0.6183
Put-Call Ratio (Open Interest)	1.4580