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.

RXO INC (RXO) had 30-Day Implied Volatility Skew of 0.1425 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4517
Historical Volatility (Parkinson)	0.5440
Implied Volatility (Calls)	0.8979
Implied Volatility (Puts)	0.7093
Implied Volatility (Mean)	0.8036
Put-Call Implied Volatility Ratio	0.7900
Implied Volatility Skew	0.1425
Option Statistics
Put-Call Ratio (Volume)	0.1176
Put-Call Ratio (Open Interest)	7.8785