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.

ZIM Integrated Shipping Services Ltd. (ZIM) had 10-Day Implied Volatility Skew of 0.4766 for 2026-06-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5039
Historical Volatility (Parkinson)	0.3355
Implied Volatility (Calls)	1.0908
Implied Volatility (Puts)	0.5223
Implied Volatility (Mean)	0.8065
Put-Call Implied Volatility Ratio	0.4788
Implied Volatility Skew	0.4766
Option Statistics
Put-Call Ratio (Volume)	1.2408
Put-Call Ratio (Open Interest)	0.4437