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.

Zoetis Inc. (ZTS) had 20-Day Implied Volatility Skew of 0.0638 for 2025-05-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4046
Historical Volatility (Parkinson)	0.3058
Implied Volatility (Calls)	0.2581
Implied Volatility (Puts)	0.2537
Implied Volatility (Mean)	0.2559
Put-Call Implied Volatility Ratio	0.9826
Implied Volatility Skew	0.0638
Option Statistics
Put-Call Ratio (Volume)	2.1072
Put-Call Ratio (Open Interest)	0.8112