Implied Volatility Skew (30-Day)

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

Norfolk Southern Corporation (NSC) had 30-Day Implied Volatility Skew of 0.0503 for 2026-04-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1741
Historical Volatility (Parkinson)	0.1607
Implied Volatility (Calls)	0.2347
Implied Volatility (Puts)	0.2534
Implied Volatility (Mean)	0.2441
Put-Call Implied Volatility Ratio	1.0797
Implied Volatility Skew	0.0503
Option Statistics
Put-Call Ratio (Volume)	0.1240
Put-Call Ratio (Open Interest)	0.7247