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.

Flutter Entertainment PLC (FLUT) had 30-Day Implied Volatility Skew of 0.0414 for 2025-08-28.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3475
Historical Volatility (Parkinson)	0.2270
Implied Volatility (Calls)	0.2604
Implied Volatility (Puts)	0.2730
Implied Volatility (Mean)	0.2667
Put-Call Implied Volatility Ratio	1.0487
Implied Volatility Skew	0.0414
Option Statistics
Put-Call Ratio (Volume)	0.0677
Put-Call Ratio (Open Interest)	2.6440