Implied Volatility Skew (20-Day)

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

Marten Transport, Ltd. (MRTN) had 20-Day Implied Volatility Skew of 0.2201 for 2026-08-28.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-08-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2322
Historical Volatility (Parkinson)	0.2447
Implied Volatility (Calls)	0.3968
Implied Volatility (Puts)	0.4089
Implied Volatility (Mean)	0.4028
Put-Call Implied Volatility Ratio	1.0305
Implied Volatility Skew	0.2201
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0189