Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0499 for 2026-03-06.

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
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1021
Historical Volatility (Parkinson)	0.9775
Implied Volatility (Calls)	1.0839
Implied Volatility (Puts)	1.0653
Implied Volatility (Mean)	1.0746
Put-Call Implied Volatility Ratio	0.9829
Implied Volatility Skew	0.0499
Option Statistics
Put-Call Ratio (Volume)	0.3478
Put-Call Ratio (Open Interest)	0.0495