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.

ICL Group Ltd. (ICL) had 180-Day Implied Volatility Skew of -0.0022 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3811
Historical Volatility (Parkinson)	0.2248
Implied Volatility (Calls)	0.4830
Implied Volatility (Puts)	0.4101
Implied Volatility (Mean)	0.4466
Put-Call Implied Volatility Ratio	0.8491
Implied Volatility Skew	-0.0022
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0318