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.

RUM Group Inc. (RUM) had 20-Day Implied Volatility Skew of 0.1850 for 2026-07-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6231
Historical Volatility (Parkinson)	0.7337
Implied Volatility (Calls)	0.8468
Implied Volatility (Puts)	0.8622
Implied Volatility (Mean)	0.8545
Put-Call Implied Volatility Ratio	1.0182
Implied Volatility Skew	0.1850
Option Statistics
Put-Call Ratio (Volume)	39.9333
Put-Call Ratio (Open Interest)	0.4897