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 0.0735 for 2025-11-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-11-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6371
Historical Volatility (Parkinson)	0.4764
Implied Volatility (Calls)	0.5555
Implied Volatility (Puts)	0.5516
Implied Volatility (Mean)	0.5536
Put-Call Implied Volatility Ratio	0.9931
Implied Volatility Skew	0.0735
Option Statistics
Put-Call Ratio (Volume)	2.3893
Put-Call Ratio (Open Interest)	1.7365