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.

iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) had 30-Day Implied Volatility Skew of 0.0724 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0445
Historical Volatility (Parkinson)	0.0303
Implied Volatility (Calls)	0.0930
Implied Volatility (Puts)	0.0702
Implied Volatility (Mean)	0.0816
Put-Call Implied Volatility Ratio	0.7550
Implied Volatility Skew	0.0724
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2875