Implied Volatility Skew (10-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Western Digital Corporation (WDC) had 10-Day Implied Volatility Skew of 0.0710 for 2025-12-26.
For much more extensive volatility insights, check out our new product VolVue:
- Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
- Download data in CSV, Excel, JSON, or XML format
- Up to 20 years of data history
- 52-Week Rank and Percentile for all metrics and time frames