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.

Lucky Strike Entertainment (LUCK) had 120-Day Implied Volatility Skew of -0.0692 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5239
Historical Volatility (Parkinson)	0.5355
Implied Volatility (Calls)	0.4845
Implied Volatility (Puts)	0.6630
Implied Volatility (Mean)	0.5737
Put-Call Implied Volatility Ratio	1.3685
Implied Volatility Skew	-0.0692
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9231