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.

WisdomTree Global ex-U.S. Quality Growth Fund (DNL) had 20-Day Implied Volatility Skew of -0.2097 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1751
Historical Volatility (Parkinson)	0.0987
Implied Volatility (Calls)	0.2218
Implied Volatility (Puts)	0.2215
Implied Volatility (Mean)	0.2216
Put-Call Implied Volatility Ratio	0.9985
Implied Volatility Skew	-0.2097
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000