Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Nova Minerals Limited - Unsponsored ADR (NVA) had 120-Day Implied Volatility Skew of 0.0637 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8151
Historical Volatility (Parkinson)	0.8263
Implied Volatility (Calls)	1.2033
Implied Volatility (Puts)	1.3143
Implied Volatility (Mean)	1.2588
Put-Call Implied Volatility Ratio	1.0922
Implied Volatility Skew	0.0637
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4720