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 -0.0121 for 2026-04-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1897
Historical Volatility (Parkinson)	0.1220
Implied Volatility (Calls)	0.1701
Implied Volatility (Puts)	0.2763
Implied Volatility (Mean)	0.2232
Put-Call Implied Volatility Ratio	1.6247
Implied Volatility Skew	-0.0121
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.2182