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.

Ulta Beauty Inc. (ULTA) had 20-Day Implied Volatility Skew of 0.0545 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4157
Historical Volatility (Parkinson)	0.3808
Implied Volatility (Calls)	0.3354
Implied Volatility (Puts)	0.2985
Implied Volatility (Mean)	0.3169
Put-Call Implied Volatility Ratio	0.8901
Implied Volatility Skew	0.0545
Option Statistics
Put-Call Ratio (Volume)	1.7185
Put-Call Ratio (Open Interest)	1.4967