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.

Universal Technical Institute Inc (UTI) had 30-Day Implied Volatility Skew of 0.0997 for 2026-03-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6950
Historical Volatility (Parkinson)	0.6144
Implied Volatility (Calls)	0.5014
Implied Volatility (Puts)	0.4836
Implied Volatility (Mean)	0.4925
Put-Call Implied Volatility Ratio	0.9643
Implied Volatility Skew	0.0997
Option Statistics
Put-Call Ratio (Volume)	0.0452
Put-Call Ratio (Open Interest)	1.7719