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.

Ulta Beauty Inc. (ULTA) had 30-Day Implied Volatility Skew of 0.0818 for 2025-10-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2349
Historical Volatility (Parkinson)	0.2225
Implied Volatility (Calls)	0.3302
Implied Volatility (Puts)	0.3042
Implied Volatility (Mean)	0.3172
Put-Call Implied Volatility Ratio	0.9212
Implied Volatility Skew	0.0818
Option Statistics
Put-Call Ratio (Volume)	0.6551
Put-Call Ratio (Open Interest)	0.4835