Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of -0.0088 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2497
Historical Volatility (Parkinson)	0.2687
Implied Volatility (Calls)	0.3187
Implied Volatility (Puts)	0.3085
Implied Volatility (Mean)	0.3136
Put-Call Implied Volatility Ratio	0.9681
Implied Volatility Skew	-0.0088
Option Statistics
Put-Call Ratio (Volume)	1.2941
Put-Call Ratio (Open Interest)	0.4124