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.

Nu Holdings Ltd. (NU) had 20-Day Implied Volatility Skew of 0.2022 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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Figures for 2026-10-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5638
Historical Volatility (Parkinson)	0.3150
Implied Volatility (Calls)	0.5038
Implied Volatility (Puts)	0.5191
Implied Volatility (Mean)	0.5115
Put-Call Implied Volatility Ratio	1.0304
Implied Volatility Skew	0.2022
Option Statistics
Put-Call Ratio (Volume)	0.8388
Put-Call Ratio (Open Interest)	0.6914