Implied Volatility Skew (10-Day)

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

SK Telecom Co., Ltd. (SKM) had 10-Day Implied Volatility Skew of 0.1099 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6233
Historical Volatility (Parkinson)	0.1517
Implied Volatility (Calls)	0.2181
Implied Volatility (Puts)	0.8793
Implied Volatility (Mean)	0.5487
Put-Call Implied Volatility Ratio	4.0326
Implied Volatility Skew	0.1099
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	--