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.

Manulife Financial Corp (MFC) had 180-Day Implied Volatility Skew of 0.0294 for 2026-06-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2277
Historical Volatility (Parkinson)	0.1795
Implied Volatility (Calls)	0.2503
Implied Volatility (Puts)	0.2522
Implied Volatility (Mean)	0.2512
Put-Call Implied Volatility Ratio	1.0079
Implied Volatility Skew	0.0294
Option Statistics
Put-Call Ratio (Volume)	2.4000
Put-Call Ratio (Open Interest)	0.2843