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.

Shell PLC Unsponsored ADR (SHEL) had 150-Day Implied Volatility Skew of 0.0192 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2335
Historical Volatility (Parkinson)	0.1429
Implied Volatility (Calls)	0.2744
Implied Volatility (Puts)	0.2654
Implied Volatility (Mean)	0.2699
Put-Call Implied Volatility Ratio	0.9671
Implied Volatility Skew	0.0192
Option Statistics
Put-Call Ratio (Volume)	0.0974
Put-Call Ratio (Open Interest)	1.1668