Implied Volatility Skew (150-Day)

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

News Corporation (NWSA) had 150-Day Implied Volatility Skew of 0.0494 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2603
Historical Volatility (Parkinson)	0.2613
Implied Volatility (Calls)	0.3017
Implied Volatility (Puts)	0.2764
Implied Volatility (Mean)	0.2891
Put-Call Implied Volatility Ratio	0.9160
Implied Volatility Skew	0.0494
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0229