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 0.0177 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2405
Historical Volatility (Parkinson)	0.2825
Implied Volatility (Calls)	0.3373
Implied Volatility (Puts)	0.3565
Implied Volatility (Mean)	0.3469
Put-Call Implied Volatility Ratio	1.0569
Implied Volatility Skew	0.0177
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	8.2364