Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Inter & Co. Inc. (INTR) had 120-Day Implied Volatility Skew of 0.0734 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6092
Historical Volatility (Parkinson)	0.4834
Implied Volatility (Calls)	0.6849
Implied Volatility (Puts)	0.5046
Implied Volatility (Mean)	0.5947
Put-Call Implied Volatility Ratio	0.7367
Implied Volatility Skew	0.0734
Option Statistics
Put-Call Ratio (Volume)	3.9953
Put-Call Ratio (Open Interest)	0.0741