Implied Volatility Skew (180-Day)

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

D-MARKET Electronic Services & Trading Unsponsored ADR (HEPS) had 180-Day Implied Volatility Skew of 0.0039 for 2026-01-20.

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 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7115
Historical Volatility (Parkinson)	0.5130
Implied Volatility (Calls)	1.3510
Implied Volatility (Puts)	1.8796
Implied Volatility (Mean)	1.6153
Put-Call Implied Volatility Ratio	1.3913
Implied Volatility Skew	0.0039
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000