Implied Volatility Skew (10-Day)

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

Nova Ltd. (NVMI) had 10-Day Implied Volatility Skew of 0.0320 for 2026-06-04.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6586
Historical Volatility (Parkinson)	0.5354
Implied Volatility (Calls)	0.6694
Implied Volatility (Puts)	0.6160
Implied Volatility (Mean)	0.6427
Put-Call Implied Volatility Ratio	0.9202
Implied Volatility Skew	0.0320
Option Statistics
Put-Call Ratio (Volume)	0.8333
Put-Call Ratio (Open Interest)	0.7185