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.

Global X Blockchain & Bitcoin Strategy ETF (BITS) had 20-Day Implied Volatility Skew of 0.1621 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6367
Historical Volatility (Parkinson)	0.3092
Implied Volatility (Calls)	0.6244
Implied Volatility (Puts)	0.6426
Implied Volatility (Mean)	0.6335
Put-Call Implied Volatility Ratio	1.0291
Implied Volatility Skew	0.1621
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.4982