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.

Intuit Inc. (INTU) had 20-Day Implied Volatility Skew of 0.0045 for 2026-08-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4733
Historical Volatility (Parkinson)	0.4363
Implied Volatility (Calls)	0.6783
Implied Volatility (Puts)	0.6458
Implied Volatility (Mean)	0.6620
Put-Call Implied Volatility Ratio	0.9521
Implied Volatility Skew	0.0045
Option Statistics
Put-Call Ratio (Volume)	2.4769
Put-Call Ratio (Open Interest)	1.0016