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.

Virtus LifeSci Biotech Products ETF (BBP) had 120-Day Implied Volatility Skew of 0.0294 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)	0.2428
Historical Volatility (Parkinson)	0.1618
Implied Volatility (Calls)	0.2906
Implied Volatility (Puts)	0.3019
Implied Volatility (Mean)	0.2963
Put-Call Implied Volatility Ratio	1.0389
Implied Volatility Skew	0.0294
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000