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.

StoneCo Ltd. (STNE) had 30-Day Implied Volatility Skew of 0.1145 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5508
Historical Volatility (Parkinson)	0.4456
Implied Volatility (Calls)	0.4959
Implied Volatility (Puts)	0.4690
Implied Volatility (Mean)	0.4824
Put-Call Implied Volatility Ratio	0.9458
Implied Volatility Skew	0.1145
Option Statistics
Put-Call Ratio (Volume)	0.6879
Put-Call Ratio (Open Interest)	2.1000