Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Federal Realty Investment Trust (FRT) had 120-Day Implied Volatility Skew of 0.0652 for 2026-04-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1620
Historical Volatility (Parkinson)	0.1735
Implied Volatility (Calls)	0.2298
Implied Volatility (Puts)	0.2287
Implied Volatility (Mean)	0.2293
Put-Call Implied Volatility Ratio	0.9953
Implied Volatility Skew	0.0652
Option Statistics
Put-Call Ratio (Volume)	0.0025
Put-Call Ratio (Open Interest)	1.2428