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.

STKd 100% Bitcoin & 100% Gold ETF (BTGD) had 120-Day Implied Volatility Skew of -0.0040 for 2025-08-05.

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 2025-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4040
Historical Volatility (Parkinson)	0.2546
Implied Volatility (Calls)	0.4448
Implied Volatility (Puts)	0.5343
Implied Volatility (Mean)	0.4896
Put-Call Implied Volatility Ratio	1.2010
Implied Volatility Skew	-0.0040
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2663