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 Ltd. (NVMI) had 30-Day Implied Volatility Skew of 0.0771 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5606
Historical Volatility (Parkinson)	0.4743
Implied Volatility (Calls)	0.4748
Implied Volatility (Puts)	0.4593
Implied Volatility (Mean)	0.4671
Put-Call Implied Volatility Ratio	0.9673
Implied Volatility Skew	0.0771
Option Statistics
Put-Call Ratio (Volume)	0.2500
Put-Call Ratio (Open Interest)	19.2042