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 -0.0057 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)	0.2798
Historical Volatility (Parkinson)	0.3077
Implied Volatility (Calls)	0.3383
Implied Volatility (Puts)	0.3293
Implied Volatility (Mean)	0.3338
Put-Call Implied Volatility Ratio	0.9734
Implied Volatility Skew	-0.0057
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.4284