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.

International General Insurance Holdings Ltd. (IGIC) had 120-Day Implied Volatility Skew of 0.1035 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2690
Historical Volatility (Parkinson)	0.2649
Implied Volatility (Calls)	0.2696
Implied Volatility (Puts)	0.3807
Implied Volatility (Mean)	0.3252
Put-Call Implied Volatility Ratio	1.4121
Implied Volatility Skew	0.1035
Option Statistics
Put-Call Ratio (Volume)	0.1818
Put-Call Ratio (Open Interest)	0.2484