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.

Ituran Location and Control Ltd. (ITRN) had 180-Day Implied Volatility Skew of 0.0296 for 2026-02-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2682
Historical Volatility (Parkinson)	0.2939
Implied Volatility (Calls)	0.3466
Implied Volatility (Puts)	0.3131
Implied Volatility (Mean)	0.3298
Put-Call Implied Volatility Ratio	0.9034
Implied Volatility Skew	0.0296
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0170