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.

Unum Group (UNM) had 30-Day Implied Volatility Skew of 0.0455 for 2025-10-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1472
Historical Volatility (Parkinson)	0.1694
Implied Volatility (Calls)	0.3089
Implied Volatility (Puts)	0.2975
Implied Volatility (Mean)	0.3032
Put-Call Implied Volatility Ratio	0.9631
Implied Volatility Skew	0.0455
Option Statistics
Put-Call Ratio (Volume)	0.3012
Put-Call Ratio (Open Interest)	1.5699