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.

SAP SE (SAP) had 30-Day Implied Volatility Skew of 0.0535 for 2026-07-24.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4914
Historical Volatility (Parkinson)	0.2902
Implied Volatility (Calls)	0.4241
Implied Volatility (Puts)	0.4301
Implied Volatility (Mean)	0.4271
Put-Call Implied Volatility Ratio	1.0141
Implied Volatility Skew	0.0535
Option Statistics
Put-Call Ratio (Volume)	4.2665
Put-Call Ratio (Open Interest)	1.9822