Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

United Airlines Holdings Inc (UAL) had 20-Day Implied Volatility Skew of 0.0363 for 2025-08-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4957
Historical Volatility (Parkinson)	0.3138
Implied Volatility (Calls)	0.3962
Implied Volatility (Puts)	0.3941
Implied Volatility (Mean)	0.3951
Put-Call Implied Volatility Ratio	0.9945
Implied Volatility Skew	0.0363
Option Statistics
Put-Call Ratio (Volume)	1.1004
Put-Call Ratio (Open Interest)	0.7852