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.

Ferguson plc (FERG) had 180-Day Implied Volatility Skew of 0.0377 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3099
Historical Volatility (Parkinson)	0.2510
Implied Volatility (Calls)	0.3862
Implied Volatility (Puts)	0.3536
Implied Volatility (Mean)	0.3699
Put-Call Implied Volatility Ratio	0.9156
Implied Volatility Skew	0.0377
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9839