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.

Diageo plc (DEO) 30-Day Implied Volatility Skew data is not available for 2025-07-07.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-07-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2102
Historical Volatility (Parkinson)	0.1431
Implied Volatility (Calls)	0.2773
Implied Volatility (Puts)	0.3012
Implied Volatility (Mean)	0.2892
Put-Call Implied Volatility Ratio	1.0862
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.1596
Put-Call Ratio (Open Interest)	0.7365