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.

Nova Minerals Limited - Unsponsored ADR (NVA) had 30-Day Implied Volatility Skew of -0.0509 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7131
Historical Volatility (Parkinson)	0.5516
Implied Volatility (Calls)	0.9043
Implied Volatility (Puts)	1.2109
Implied Volatility (Mean)	1.0576
Put-Call Implied Volatility Ratio	1.3390
Implied Volatility Skew	-0.0509
Option Statistics
Put-Call Ratio (Volume)	1.7931
Put-Call Ratio (Open Interest)	2.2360