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.

RH (RH) had 30-Day Implied Volatility Skew of 0.0320 for 2025-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7720
Historical Volatility (Parkinson)	0.4427
Implied Volatility (Calls)	0.9062
Implied Volatility (Puts)	0.9441
Implied Volatility (Mean)	0.9251
Put-Call Implied Volatility Ratio	1.0418
Implied Volatility Skew	0.0320
Option Statistics
Put-Call Ratio (Volume)	1.0159
Put-Call Ratio (Open Interest)	1.1419