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.

Avantis Real Estate ETF (AVRE) had 120-Day Implied Volatility Skew of 0.0456 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1005
Historical Volatility (Parkinson)	0.0806
Implied Volatility (Calls)	0.2371
Implied Volatility (Puts)	0.2614
Implied Volatility (Mean)	0.2493
Put-Call Implied Volatility Ratio	1.1024
Implied Volatility Skew	0.0456
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--