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.

Sight Sciences, Inc. (SGHT) had 30-Day Implied Volatility Skew of 0.7229 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5961
Historical Volatility (Parkinson)	0.5150
Implied Volatility (Calls)	0.8463
Implied Volatility (Puts)	2.3199
Implied Volatility (Mean)	1.5831
Put-Call Implied Volatility Ratio	2.7413
Implied Volatility Skew	0.7229
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1619