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.

SL Green Realty Corporation (SLG) had 30-Day Implied Volatility Skew of 0.1035 for 2026-06-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3818
Historical Volatility (Parkinson)	0.3317
Implied Volatility (Calls)	0.4420
Implied Volatility (Puts)	0.4754
Implied Volatility (Mean)	0.4587
Put-Call Implied Volatility Ratio	1.0756
Implied Volatility Skew	0.1035
Option Statistics
Put-Call Ratio (Volume)	1.6922
Put-Call Ratio (Open Interest)	0.5523