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.

Assured Guaranty Ltd. (AGO) had 10-Day Implied Volatility Skew of 0.2191 for 2026-10-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1642
Historical Volatility (Parkinson)	0.1678
Implied Volatility (Calls)	0.2083
Implied Volatility (Puts)	0.2583
Implied Volatility (Mean)	0.2333
Put-Call Implied Volatility Ratio	1.2403
Implied Volatility Skew	0.2191
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3045