Implied Volatility Skew (30-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
XPEL, Inc. (XPEL) had 30-Day Implied Volatility Skew of 0.0573 for 2024-04-24.
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
XPEL, Inc. (XPEL) had 30-Day Implied Volatility Skew of 0.0573 for 2024-04-24.