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.

ICL Group Ltd. (ICL) had 120-Day Implied Volatility Skew of 0.2687 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2752
Historical Volatility (Parkinson)	0.1746
Implied Volatility (Calls)	0.3476
Implied Volatility (Puts)	0.4315
Implied Volatility (Mean)	0.3896
Put-Call Implied Volatility Ratio	1.2412
Implied Volatility Skew	0.2687
Option Statistics
Put-Call Ratio (Volume)	191.3571
Put-Call Ratio (Open Interest)	0.7369