Implied Volatility Skew (120-Day)

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

Universal Technical Institute Inc (UTI) had 120-Day Implied Volatility Skew of 0.0346 for 2025-07-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4803
Historical Volatility (Parkinson)	0.4583
Implied Volatility (Calls)	0.4313
Implied Volatility (Puts)	0.4310
Implied Volatility (Mean)	0.4311
Put-Call Implied Volatility Ratio	0.9992
Implied Volatility Skew	0.0346
Option Statistics
Put-Call Ratio (Volume)	0.1429
Put-Call Ratio (Open Interest)	0.0569