Implied Volatility Skew (60-Day)

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

Liberty Media Corporation - Liberty Formula One Series A (FWONA) had 60-Day Implied Volatility Skew of -0.0003 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2339
Historical Volatility (Parkinson)	0.2438
Implied Volatility (Calls)	0.3049
Implied Volatility (Puts)	0.3097
Implied Volatility (Mean)	0.3073
Put-Call Implied Volatility Ratio	1.0157
Implied Volatility Skew	-0.0003
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000