Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0452 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4151
Historical Volatility (Parkinson)	0.2849
Implied Volatility (Calls)	0.3965
Implied Volatility (Puts)	0.4240
Implied Volatility (Mean)	0.4103
Put-Call Implied Volatility Ratio	1.0694
Implied Volatility Skew	0.0452
Option Statistics
Put-Call Ratio (Volume)	2.0796
Put-Call Ratio (Open Interest)	0.9919