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.

Valmont Industries, Inc. (VMI) had 20-Day Implied Volatility Skew of 0.0583 for 2026-04-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5905
Historical Volatility (Parkinson)	0.3462
Implied Volatility (Calls)	0.3235
Implied Volatility (Puts)	0.3160
Implied Volatility (Mean)	0.3198
Put-Call Implied Volatility Ratio	0.9768
Implied Volatility Skew	0.0583
Option Statistics
Put-Call Ratio (Volume)	45.2222
Put-Call Ratio (Open Interest)	0.7677