Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0515 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3042
Historical Volatility (Parkinson)	0.2372
Implied Volatility (Calls)	0.2776
Implied Volatility (Puts)	0.2701
Implied Volatility (Mean)	0.2738
Put-Call Implied Volatility Ratio	0.9730
Implied Volatility Skew	0.0515
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2199