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.

JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (BBAX) had 120-Day Implied Volatility Skew of 0.0497 for 2026-03-06.

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1389
Historical Volatility (Parkinson)	0.0959
Implied Volatility (Calls)	0.1973
Implied Volatility (Puts)	0.2090
Implied Volatility (Mean)	0.2032
Put-Call Implied Volatility Ratio	1.0594
Implied Volatility Skew	0.0497
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--