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.

GraniteShares 1x Short COIN Daily ETF (CONI) had 20-Day Implied Volatility Skew of -0.0301 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1457
Historical Volatility (Parkinson)	0.7459
Implied Volatility (Calls)	1.0301
Implied Volatility (Puts)	1.0626
Implied Volatility (Mean)	1.0464
Put-Call Implied Volatility Ratio	1.0315
Implied Volatility Skew	-0.0301
Option Statistics
Put-Call Ratio (Volume)	0.1000
Put-Call Ratio (Open Interest)	0.5200