Implied Volatility Skew (120-Day)

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

Royal Caribbean Cruises Ltd. (RCL) had 120-Day Implied Volatility Skew of 0.0427 for 2025-04-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5883
Historical Volatility (Parkinson)	0.4790
Implied Volatility (Calls)	0.4446
Implied Volatility (Puts)	0.4642
Implied Volatility (Mean)	0.4544
Put-Call Implied Volatility Ratio	1.0441
Implied Volatility Skew	0.0427
Option Statistics
Put-Call Ratio (Volume)	5.0639
Put-Call Ratio (Open Interest)	0.9749