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.

STKd 100% Bitcoin & 100% Gold ETF (BTGD) had 30-Day Implied Volatility Skew of 0.0730 for 2025-05-30.

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 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3875
Historical Volatility (Parkinson)	0.2546
Implied Volatility (Calls)	0.4924
Implied Volatility (Puts)	0.4909
Implied Volatility (Mean)	0.4917
Put-Call Implied Volatility Ratio	0.9969
Implied Volatility Skew	0.0730
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8831