Implied Volatility Skew (90-Day)

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

iShares MSCI United Kingdom Small-Cap ETF (EWUS) had 90-Day Implied Volatility Skew of 0.0729 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1902
Historical Volatility (Parkinson)	0.0871
Implied Volatility (Calls)	0.2241
Implied Volatility (Puts)	0.1793
Implied Volatility (Mean)	0.2017
Put-Call Implied Volatility Ratio	0.8000
Implied Volatility Skew	0.0729
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--