Implied Volatility Skew (30-Day)

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

Invesco Dorsey Wright SmallCap Momentum ETF (DWAS) had 30-Day Implied Volatility Skew of 0.1150 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2007
Historical Volatility (Parkinson)	0.1399
Implied Volatility (Calls)	0.2854
Implied Volatility (Puts)	0.2952
Implied Volatility (Mean)	0.2903
Put-Call Implied Volatility Ratio	1.0346
Implied Volatility Skew	0.1150
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000