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 0.0201 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3081
Historical Volatility (Parkinson)	0.2932
Implied Volatility (Calls)	0.2958
Implied Volatility (Puts)	0.2803
Implied Volatility (Mean)	0.2880
Put-Call Implied Volatility Ratio	0.9473
Implied Volatility Skew	0.0201
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0309