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.

Vinci Compass Investments Ltd. (VINP) had 30-Day Implied Volatility Skew of 0.1983 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1952
Historical Volatility (Parkinson)	0.3082
Implied Volatility (Calls)	0.5705
Implied Volatility (Puts)	0.3537
Implied Volatility (Mean)	0.4621
Put-Call Implied Volatility Ratio	0.6200
Implied Volatility Skew	0.1983
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000