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 -0.0686 for 2026-05-21.

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 2026-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9137
Historical Volatility (Parkinson)	0.7327
Implied Volatility (Calls)	0.6431
Implied Volatility (Puts)	0.9760
Implied Volatility (Mean)	0.8096
Put-Call Implied Volatility Ratio	1.5175
Implied Volatility Skew	-0.0686
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3737