Implied Volatility Skew (20-Day)

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

Invesco Taxable Municipal Bond ETF (BAB) had 20-Day Implied Volatility Skew of 0.0423 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0588
Historical Volatility (Parkinson)	0.0663
Implied Volatility (Calls)	0.1028
Implied Volatility (Puts)	0.1587
Implied Volatility (Mean)	0.1308
Put-Call Implied Volatility Ratio	1.5430
Implied Volatility Skew	0.0423
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000