Implied Volatility Skew (60-Day)

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

News Corporation (NWS) had 60-Day Implied Volatility Skew of 0.1250 for 2025-03-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-03-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2373
Historical Volatility (Parkinson)	0.2490
Implied Volatility (Calls)	0.2987
Implied Volatility (Puts)	0.3006
Implied Volatility (Mean)	0.2997
Put-Call Implied Volatility Ratio	1.0064
Implied Volatility Skew	0.1250
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4238