Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0695 for 2025-06-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1530
Historical Volatility (Parkinson)	0.1670
Implied Volatility (Calls)	0.2512
Implied Volatility (Puts)	0.2446
Implied Volatility (Mean)	0.2479
Put-Call Implied Volatility Ratio	0.9735
Implied Volatility Skew	0.0695
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	5.8077