Implied Volatility Skew (10-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Box, Inc. (BOX) had 10-Day Implied Volatility Skew of 0.1152 for 2024-06-28.
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Box, Inc. (BOX) had 10-Day Implied Volatility Skew of 0.1152 for 2024-06-28.