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 0.1021 for 2025-09-23.

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 2025-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1612
Historical Volatility (Parkinson)	0.1438
Implied Volatility (Calls)	0.2568
Implied Volatility (Puts)	0.2533
Implied Volatility (Mean)	0.2550
Put-Call Implied Volatility Ratio	0.9861
Implied Volatility Skew	0.1021
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6740