Implied Volatility Skew (10-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 C (FWONK) had 10-Day Implied Volatility Skew of 0.0575 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3780
Historical Volatility (Parkinson)	0.3993
Implied Volatility (Calls)	0.3603
Implied Volatility (Puts)	0.3635
Implied Volatility (Mean)	0.3619
Put-Call Implied Volatility Ratio	1.0090
Implied Volatility Skew	0.0575
Option Statistics
Put-Call Ratio (Volume)	0.1962
Put-Call Ratio (Open Interest)	4.1438