Implied Volatility Skew (30-Day)

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

monday.com Ltd. (MNDY) had 30-Day Implied Volatility Skew of 0.0212 for 2025-10-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5402
Historical Volatility (Parkinson)	0.4541
Implied Volatility (Calls)	0.5938
Implied Volatility (Puts)	0.5856
Implied Volatility (Mean)	0.5897
Put-Call Implied Volatility Ratio	0.9862
Implied Volatility Skew	0.0212
Option Statistics
Put-Call Ratio (Volume)	0.7022
Put-Call Ratio (Open Interest)	1.2030