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.

Winnebago Industries, Inc. (WGO) had 20-Day Implied Volatility Skew of 0.1046 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3758
Historical Volatility (Parkinson)	0.3844
Implied Volatility (Calls)	0.4380
Implied Volatility (Puts)	0.3812
Implied Volatility (Mean)	0.4096
Put-Call Implied Volatility Ratio	0.8703
Implied Volatility Skew	0.1046
Option Statistics
Put-Call Ratio (Volume)	0.4737
Put-Call Ratio (Open Interest)	1.5310