Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Diana Shipping inc. (DSX) had 180-Day Implied Volatility Skew of 0.0653 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4880
Historical Volatility (Parkinson)	0.4797
Implied Volatility (Calls)	0.6203
Implied Volatility (Puts)	1.6386
Implied Volatility (Mean)	1.1294
Put-Call Implied Volatility Ratio	2.6418
Implied Volatility Skew	0.0653
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1303