Implied Volatility Skew (180-Day)

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

Global X DAX Germany ETF (DAX) had 180-Day Implied Volatility Skew of -0.0154 for 2026-02-24.

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 2026-02-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1315
Historical Volatility (Parkinson)	0.0873
Implied Volatility (Calls)	0.1485
Implied Volatility (Puts)	0.2628
Implied Volatility (Mean)	0.2057
Put-Call Implied Volatility Ratio	1.7692
Implied Volatility Skew	-0.0154
Option Statistics
Put-Call Ratio (Volume)	0.1000
Put-Call Ratio (Open Interest)	1.7250