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.

Royal Caribbean Cruises Ltd. (RCL) had 30-Day Implied Volatility Skew of 0.0564 for 2025-06-24.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-06-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3279
Historical Volatility (Parkinson)	0.2511
Implied Volatility (Calls)	0.3569
Implied Volatility (Puts)	0.3483
Implied Volatility (Mean)	0.3526
Put-Call Implied Volatility Ratio	0.9758
Implied Volatility Skew	0.0564
Option Statistics
Put-Call Ratio (Volume)	0.9678
Put-Call Ratio (Open Interest)	0.6958