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.

NioCorp Developments Ltd. (NB) had 20-Day Implied Volatility Skew of 0.2032 for 2026-10-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-10-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4942
Historical Volatility (Parkinson)	0.4099
Implied Volatility (Calls)	0.7162
Implied Volatility (Puts)	0.8092
Implied Volatility (Mean)	0.7627
Put-Call Implied Volatility Ratio	1.1298
Implied Volatility Skew	0.2032
Option Statistics
Put-Call Ratio (Volume)	2.3333
Put-Call Ratio (Open Interest)	0.4990