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.

Pacific Gas & Electric Co. (PCG) had 30-Day Implied Volatility Skew of 0.1522 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)	0.1857
Historical Volatility (Parkinson)	0.1992
Implied Volatility (Calls)	0.2669
Implied Volatility (Puts)	0.2659
Implied Volatility (Mean)	0.2664
Put-Call Implied Volatility Ratio	0.9963
Implied Volatility Skew	0.1522
Option Statistics
Put-Call Ratio (Volume)	13.2046
Put-Call Ratio (Open Interest)	3.3307