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.

ProShares UltraShort MSCI Japan (EWV) had 20-Day Implied Volatility Skew of 0.0912 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1869
Historical Volatility (Parkinson)	0.1968
Implied Volatility (Calls)	0.6277
Implied Volatility (Puts)	0.7657
Implied Volatility (Mean)	0.6967
Put-Call Implied Volatility Ratio	1.2198
Implied Volatility Skew	0.0912
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1053