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.

Lloyds Banking Group PLC (LYG) had 120-Day Implied Volatility Skew of 0.0248 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2931
Historical Volatility (Parkinson)	0.2066
Implied Volatility (Calls)	0.2835
Implied Volatility (Puts)	0.3887
Implied Volatility (Mean)	0.3361
Put-Call Implied Volatility Ratio	1.3711
Implied Volatility Skew	0.0248
Option Statistics
Put-Call Ratio (Volume)	77.0769
Put-Call Ratio (Open Interest)	0.3035