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.

Energy Fuels Inc (UUUU) had 20-Day Implied Volatility Skew of 0.0615 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8662
Historical Volatility (Parkinson)	0.6732
Implied Volatility (Calls)	0.9282
Implied Volatility (Puts)	0.8469
Implied Volatility (Mean)	0.8876
Put-Call Implied Volatility Ratio	0.9124
Implied Volatility Skew	0.0615
Option Statistics
Put-Call Ratio (Volume)	0.2786
Put-Call Ratio (Open Interest)	0.5532