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.

iShares MSCI Emerging Markets ETF (EEM) had 20-Day Implied Volatility Skew of 0.0503 for 2025-09-16.

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 2025-09-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0914
Historical Volatility (Parkinson)	0.0582
Implied Volatility (Calls)	0.1605
Implied Volatility (Puts)	0.1428
Implied Volatility (Mean)	0.1517
Put-Call Implied Volatility Ratio	0.8895
Implied Volatility Skew	0.0503
Option Statistics
Put-Call Ratio (Volume)	3.2689
Put-Call Ratio (Open Interest)	0.1016