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.

Liberty Media Corporation - Liberty Formula One Series C (FWONK) had 120-Day Implied Volatility Skew of -0.0044 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2967
Historical Volatility (Parkinson)	0.3166
Implied Volatility (Calls)	0.3566
Implied Volatility (Puts)	0.3210
Implied Volatility (Mean)	0.3388
Put-Call Implied Volatility Ratio	0.9002
Implied Volatility Skew	-0.0044
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.6659