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.

NXP Semiconductors N.V. (NXPI) had 30-Day Implied Volatility Skew of 0.0520 for 2026-01-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3969
Historical Volatility (Parkinson)	0.2793
Implied Volatility (Calls)	0.3765
Implied Volatility (Puts)	0.3643
Implied Volatility (Mean)	0.3704
Put-Call Implied Volatility Ratio	0.9675
Implied Volatility Skew	0.0520
Option Statistics
Put-Call Ratio (Volume)	1.7788
Put-Call Ratio (Open Interest)	1.9534