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.

Ferguson plc (FERG) had 30-Day Implied Volatility Skew of 0.0590 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2731
Historical Volatility (Parkinson)	0.2333
Implied Volatility (Calls)	0.4516
Implied Volatility (Puts)	0.4066
Implied Volatility (Mean)	0.4291
Put-Call Implied Volatility Ratio	0.9004
Implied Volatility Skew	0.0590
Option Statistics
Put-Call Ratio (Volume)	1.7733
Put-Call Ratio (Open Interest)	0.7359