Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Hancock Whitney Corporation (HWC) had 90-Day Implied Volatility Skew of 0.0463 for 2026-05-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2767
Historical Volatility (Parkinson)	0.2593
Implied Volatility (Calls)	0.3029
Implied Volatility (Puts)	0.3091
Implied Volatility (Mean)	0.3060
Put-Call Implied Volatility Ratio	1.0204
Implied Volatility Skew	0.0463
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1109