Implied Volatility Skew (120-Day)

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

Safe Pro Group Inc. (SPAI) had 120-Day Implied Volatility Skew of 0.0107 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9602
Historical Volatility (Parkinson)	0.9026
Implied Volatility (Calls)	1.0475
Implied Volatility (Puts)	0.8673
Implied Volatility (Mean)	0.9574
Put-Call Implied Volatility Ratio	0.8280
Implied Volatility Skew	0.0107
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0383