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.

Suncor Energy Inc. (SU) had 30-Day Implied Volatility Skew of 0.1274 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2394
Historical Volatility (Parkinson)	0.2158
Implied Volatility (Calls)	0.2209
Implied Volatility (Puts)	0.2714
Implied Volatility (Mean)	0.2462
Put-Call Implied Volatility Ratio	1.2289
Implied Volatility Skew	0.1274
Option Statistics
Put-Call Ratio (Volume)	0.3810
Put-Call Ratio (Open Interest)	0.3256