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.

Breakwave Dry Bulk Shipping ETF (BDRY) had 30-Day Implied Volatility Skew of 0.4372 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)	0.4065
Historical Volatility (Parkinson)	0.1999
Implied Volatility (Calls)	3.6278
Implied Volatility (Puts)	1.0517
Implied Volatility (Mean)	2.3398
Put-Call Implied Volatility Ratio	0.2899
Implied Volatility Skew	0.4372
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	15.6667