Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

RH (RH) had 20-Day Implied Volatility Skew of -0.0031 for 2026-07-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5724
Historical Volatility (Parkinson)	0.5599
Implied Volatility (Calls)	0.6172
Implied Volatility (Puts)	0.5929
Implied Volatility (Mean)	0.6050
Put-Call Implied Volatility Ratio	0.9606
Implied Volatility Skew	-0.0031
Option Statistics
Put-Call Ratio (Volume)	0.4954
Put-Call Ratio (Open Interest)	1.5780