Implied Volatility Skew (60-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Magic Software Enterprises Ltd. (MGIC) 60-Day Implied Volatility Skew data is not available for 2025-12-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-12-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4085
Historical Volatility (Parkinson)	0.3148
Implied Volatility (Calls)	0.3167
Implied Volatility (Puts)	0.3438
Implied Volatility (Mean)	0.3303
Put-Call Implied Volatility Ratio	1.0853
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000