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.

PennantPark Floating Rate Capital Ltd. (PFLT) had 30-Day Implied Volatility Skew of -0.1127 for 2025-08-29.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1117
Historical Volatility (Parkinson)	0.1597
Implied Volatility (Calls)	0.1821
Implied Volatility (Puts)	0.2456
Implied Volatility (Mean)	0.2138
Put-Call Implied Volatility Ratio	1.3488
Implied Volatility Skew	-0.1127
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3393