Implied Volatility Skew (120-Day)

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

Encore Capital Group Inc (ECPG) had 120-Day Implied Volatility Skew of 0.0342 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2792
Historical Volatility (Parkinson)	0.3548
Implied Volatility (Calls)	0.4503
Implied Volatility (Puts)	0.4570
Implied Volatility (Mean)	0.4537
Put-Call Implied Volatility Ratio	1.0148
Implied Volatility Skew	0.0342
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	3.1460