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.

BHP Group Limited Sponsored ADR (BHP) had 30-Day Implied Volatility Skew of 0.0619 for 2025-09-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-09-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1933
Historical Volatility (Parkinson)	0.1538
Implied Volatility (Calls)	0.2542
Implied Volatility (Puts)	0.2435
Implied Volatility (Mean)	0.2488
Put-Call Implied Volatility Ratio	0.9576
Implied Volatility Skew	0.0619
Option Statistics
Put-Call Ratio (Volume)	1.7355
Put-Call Ratio (Open Interest)	1.0239