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.

Xanadu Quantum Technologies Limited (XNDU) had 20-Day Implied Volatility Skew of 0.1905 for 2026-07-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6942
Historical Volatility (Parkinson)	0.5962
Implied Volatility (Calls)	1.8119
Implied Volatility (Puts)	1.5660
Implied Volatility (Mean)	1.6890
Put-Call Implied Volatility Ratio	0.8643
Implied Volatility Skew	0.1905
Option Statistics
Put-Call Ratio (Volume)	2.4048
Put-Call Ratio (Open Interest)	1.0308