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.

Roundhill Sports Betting & iGaming ETF (BETZ) 120-Day Implied Volatility Skew data is not available for 2025-06-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-06-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3056
Historical Volatility (Parkinson)	0.2243
Implied Volatility (Calls)	0.2117
Implied Volatility (Puts)	0.2567
Implied Volatility (Mean)	0.2342
Put-Call Implied Volatility Ratio	1.2124
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2292