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.

WEBs Real Estate XLRE Defined Volatility ETF (DVRE) had 20-Day Implied Volatility Skew of 0.1423 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	1.1034
Implied Volatility (Puts)	1.0986
Implied Volatility (Mean)	1.1010
Put-Call Implied Volatility Ratio	0.9957
Implied Volatility Skew	0.1423
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--