Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility

Our Skew data tracks the implied volatility across the spectrum of options and measures the Put and Call Deltas for options that are one standard deviation out-of-the-money. A stock with a positive Call Skew has option demand skewed toward calls, while a stock with a negative Call Skew has option demand skewed toward puts. Sentiment can be evaluated by comparing the Current Call Skew to the Average Call Skew. The Call Skew History chart tracks the "Call Skew", which is the delta of calls at One Standard Deviation above current stock price minus the delta of puts at One Standard Deviation below the current price with 30 days to expiration. The Skew chart displays the Implied Volatility (IV) and Delta for each Out-Of-The-Money put and call contract. Our website provides numerical, graphical, and historical views of all skew data in our database. Additionally, our API access allows for easy download of csv files or import into Excel for further analysis and custom applications.