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.

Breakwave Dry Bulk Shipping ETF (BDRY) had 20-Day Implied Volatility Skew of 0.4685 for 2025-05-23.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3966
Historical Volatility (Parkinson)	0.1692
Implied Volatility (Calls)	3.8272
Implied Volatility (Puts)	0.8739
Implied Volatility (Mean)	2.3506
Put-Call Implied Volatility Ratio	0.2283
Implied Volatility Skew	0.4685
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	15.6667