Implied Volatility Skew (180-Day)

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

Cyber Hornet S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) had 180-Day Implied Volatility Skew of 0.1421 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1857
Historical Volatility (Parkinson)	0.0725
Implied Volatility (Calls)	0.1937
Implied Volatility (Puts)	0.3425
Implied Volatility (Mean)	0.2681
Put-Call Implied Volatility Ratio	1.7687
Implied Volatility Skew	0.1421
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--