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.

Xtrackers International Real Estate ETF (HAUZ) had 30-Day Implied Volatility Skew of 0.0714 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1198
Historical Volatility (Parkinson)	0.0853
Implied Volatility (Calls)	0.5669
Implied Volatility (Puts)	0.4879
Implied Volatility (Mean)	0.5274
Put-Call Implied Volatility Ratio	0.8606
Implied Volatility Skew	0.0714
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000