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.

REX-Osprey ETH + Staking ETF (ESK) had 20-Day Implied Volatility Skew of -0.0270 for 2026-05-22.

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 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3395
Historical Volatility (Parkinson)	0.1113
Implied Volatility (Calls)	0.9115
Implied Volatility (Puts)	1.1798
Implied Volatility (Mean)	1.0456
Put-Call Implied Volatility Ratio	1.2944
Implied Volatility Skew	-0.0270
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2500