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.

TMC the metals company Inc. (TMC) had 30-Day Implied Volatility Skew of 0.0086 for 2026-10-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7746
Historical Volatility (Parkinson)	0.6303
Implied Volatility (Calls)	0.9102
Implied Volatility (Puts)	0.9036
Implied Volatility (Mean)	0.9069
Put-Call Implied Volatility Ratio	0.9927
Implied Volatility Skew	0.0086
Option Statistics
Put-Call Ratio (Volume)	0.9452
Put-Call Ratio (Open Interest)	0.2555