Implied Volatility Skew (150-Day)

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

IperionX Limited Sponsored ADR (IPX) had 150-Day Implied Volatility Skew of 0.1177 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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Up to 20 years of data history
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7923
Historical Volatility (Parkinson)	0.6005
Implied Volatility (Calls)	0.7785
Implied Volatility (Puts)	0.7139
Implied Volatility (Mean)	0.7462
Put-Call Implied Volatility Ratio	0.9171
Implied Volatility Skew	0.1177
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4047