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.

Monarch Casino & Resort, Inc. (MCRI) had 150-Day Implied Volatility Skew of 0.0502 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)	0.3116
Historical Volatility (Parkinson)	0.3025
Implied Volatility (Calls)	0.2818
Implied Volatility (Puts)	0.2823
Implied Volatility (Mean)	0.2820
Put-Call Implied Volatility Ratio	1.0017
Implied Volatility Skew	0.0502
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8818