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.

Ford Motor Company (F) had 30-Day Implied Volatility Skew of 0.0544 for 2025-11-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-11-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4891
Historical Volatility (Parkinson)	0.2982
Implied Volatility (Calls)	0.3110
Implied Volatility (Puts)	0.3136
Implied Volatility (Mean)	0.3123
Put-Call Implied Volatility Ratio	1.0086
Implied Volatility Skew	0.0544
Option Statistics
Put-Call Ratio (Volume)	0.8674
Put-Call Ratio (Open Interest)	0.9130