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.

AGF U.S. Market Neutral Anti-Beta Fund (BTAL) had 30-Day Implied Volatility Skew of 0.1131 for 2026-09-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2136
Historical Volatility (Parkinson)	0.1236
Implied Volatility (Calls)	0.3275
Implied Volatility (Puts)	0.2626
Implied Volatility (Mean)	0.2950
Put-Call Implied Volatility Ratio	0.8020
Implied Volatility Skew	0.1131
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1814