Implied Volatility Skew (30-Day)

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

Amplify Bitcoin Max Income Covered Call ETF (BAGY) had 30-Day Implied Volatility Skew of 0.0832 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8542
Historical Volatility (Parkinson)	0.3670
Implied Volatility (Calls)	0.5483
Implied Volatility (Puts)	0.6365
Implied Volatility (Mean)	0.5924
Put-Call Implied Volatility Ratio	1.1609
Implied Volatility Skew	0.0832
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3333