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 -0.0161 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)	0.9001
Historical Volatility (Parkinson)	0.4000
Implied Volatility (Calls)	0.4735
Implied Volatility (Puts)	0.4793
Implied Volatility (Mean)	0.4764
Put-Call Implied Volatility Ratio	1.0123
Implied Volatility Skew	-0.0161
Option Statistics
Put-Call Ratio (Volume)	0.1087
Put-Call Ratio (Open Interest)	0.4959