Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Amplify Bitcoin 2% Monthly Option Income ETF (BITY) had 90-Day Implied Volatility Skew of -0.0915 for 2026-03-06.

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
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5360
Historical Volatility (Parkinson)	0.2750
Implied Volatility (Calls)	0.3245
Implied Volatility (Puts)	0.6270
Implied Volatility (Mean)	0.4758
Put-Call Implied Volatility Ratio	1.9321
Implied Volatility Skew	-0.0915
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.0000