Volatility skew for Travelzoo (TZOO): implied volatility across strike prices, the latest skew compared with its history, showing which way option traders are leaning.
For the latest figures, see TZOO implied volatility.
Volatility skew is a measure of market implied volatility to both the upside and the downside, and the comparison of how they relate to each other. The following charts enable you to view the volatility skew for each option expiration listed for TZOO, comparing against other expirations and previous closing values. You can also view a 30-day constant maturity skew for TZOO, both the current value and historical.
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