Implied Volatility Skew (120-Day)

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

WisdomTree U.S. AI Enhanced Value Fund (AIVL) had 120-Day Implied Volatility Skew of 0.0455 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)	0.1357
Historical Volatility (Parkinson)	0.0642
Implied Volatility (Calls)	0.1378
Implied Volatility (Puts)	0.1376
Implied Volatility (Mean)	0.1377
Put-Call Implied Volatility Ratio	0.9991
Implied Volatility Skew	0.0455
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000