Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0365 for 2025-12-24.

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 2025-12-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1974
Historical Volatility (Parkinson)	0.1664
Implied Volatility (Calls)	0.2348
Implied Volatility (Puts)	0.2247
Implied Volatility (Mean)	0.2297
Put-Call Implied Volatility Ratio	0.9567
Implied Volatility Skew	0.0365
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.6924