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.

Manulife Financial Corp (MFC) had 120-Day Implied Volatility Skew of 0.0751 for 2025-10-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2101
Historical Volatility (Parkinson)	0.1635
Implied Volatility (Calls)	0.2446
Implied Volatility (Puts)	0.2370
Implied Volatility (Mean)	0.2408
Put-Call Implied Volatility Ratio	0.9687
Implied Volatility Skew	0.0751
Option Statistics
Put-Call Ratio (Volume)	0.9183
Put-Call Ratio (Open Interest)	0.2669