Implied Volatility Skew (60-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Wix.com Ltd. (WIX) had 60-Day Implied Volatility Skew of 0.0204 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8079
Historical Volatility (Parkinson)	0.6778
Implied Volatility (Calls)	0.7345
Implied Volatility (Puts)	0.6665
Implied Volatility (Mean)	0.7005
Put-Call Implied Volatility Ratio	0.9075
Implied Volatility Skew	0.0204
Option Statistics
Put-Call Ratio (Volume)	1.8835
Put-Call Ratio (Open Interest)	1.1064