For each stock: the implied volatility of a three-month (91-day) option at 25 delta for a put, less that of a call, in volatility points: what traders pay to protect against a fall over what they pay for the same size of rise.
Index = the average across the AI 100's US-listed public companies, weighted by market capitalisation, from each evening's closing option prices. A second line gives the put ÷ call ratio, weighted the same way.
A day is published once stocks with a value represent at least 80% of the members' market cap. There is no history before the first evening it was read.
Changes
No changes since the list date.
Sources: exchange-listed option prices, delayed.
How the AI options skew is built · Indices · The Inference · The Inference