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.

Polestar Automotive Holding UK PLC (PSNY) had 30-Day Implied Volatility Skew of 0.0709 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8401
Historical Volatility (Parkinson)	0.8304
Implied Volatility (Calls)	0.8095
Implied Volatility (Puts)	1.0467
Implied Volatility (Mean)	0.9281
Put-Call Implied Volatility Ratio	1.2931
Implied Volatility Skew	0.0709
Option Statistics
Put-Call Ratio (Volume)	3.6897
Put-Call Ratio (Open Interest)	1.7578