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.

Nabors Industries Ltd. (NBR) had 180-Day Implied Volatility Skew of 0.0035 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5764
Historical Volatility (Parkinson)	0.5289
Implied Volatility (Calls)	0.6699
Implied Volatility (Puts)	0.6870
Implied Volatility (Mean)	0.6785
Put-Call Implied Volatility Ratio	1.0254
Implied Volatility Skew	0.0035
Option Statistics
Put-Call Ratio (Volume)	5.2000
Put-Call Ratio (Open Interest)	0.2427