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.

PagSeguro Digital Ltd. (PAGS) had 60-Day Implied Volatility Skew of 0.1264 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4806
Historical Volatility (Parkinson)	0.3785
Implied Volatility (Calls)	0.5899
Implied Volatility (Puts)	0.4641
Implied Volatility (Mean)	0.5270
Put-Call Implied Volatility Ratio	0.7868
Implied Volatility Skew	0.1264
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.1421