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.

Owens Corning Inc (OC) had 30-Day Implied Volatility Skew of 0.0198 for 2025-11-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-11-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3962
Historical Volatility (Parkinson)	0.3056
Implied Volatility (Calls)	0.4393
Implied Volatility (Puts)	0.4336
Implied Volatility (Mean)	0.4365
Put-Call Implied Volatility Ratio	0.9870
Implied Volatility Skew	0.0198
Option Statistics
Put-Call Ratio (Volume)	4.0478
Put-Call Ratio (Open Interest)	0.3291