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.

Nano Nuclear Energy Inc. (NNE) had 30-Day Implied Volatility Skew of 0.0008 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5639
Historical Volatility (Parkinson)	0.6375
Implied Volatility (Calls)	0.8523
Implied Volatility (Puts)	0.9064
Implied Volatility (Mean)	0.8794
Put-Call Implied Volatility Ratio	1.0635
Implied Volatility Skew	0.0008
Option Statistics
Put-Call Ratio (Volume)	0.1338
Put-Call Ratio (Open Interest)	0.2631