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.

Nomura Holdings Inc ADR (NMR) had 20-Day Implied Volatility Skew of 0.5935 for 2026-07-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2737
Historical Volatility (Parkinson)	0.1786
Implied Volatility (Calls)	2.6399
Implied Volatility (Puts)	1.8187
Implied Volatility (Mean)	2.2293
Put-Call Implied Volatility Ratio	0.6889
Implied Volatility Skew	0.5935
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6777