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.

D-MARKET Electronic Services & Trading Unsponsored ADR (HEPS) had 30-Day Implied Volatility Skew of -0.0861 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2022
Historical Volatility (Parkinson)	0.2904
Implied Volatility (Calls)	0.9293
Implied Volatility (Puts)	0.8261
Implied Volatility (Mean)	0.8777
Put-Call Implied Volatility Ratio	0.8889
Implied Volatility Skew	-0.0861
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000