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.

FedEx Freight Holding Company Inc. (FDXF) 30-Day Implied Volatility Skew data is not available for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4315
Historical Volatility (Parkinson)	0.4059
Implied Volatility (Calls)	0.4051
Implied Volatility (Puts)	0.5006
Implied Volatility (Mean)	0.4529
Put-Call Implied Volatility Ratio	1.2359
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.1071
Put-Call Ratio (Open Interest)	1.7629