Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.2758 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3217
Historical Volatility (Parkinson)	0.4581
Implied Volatility (Calls)	2.5727
Implied Volatility (Puts)	3.2556
Implied Volatility (Mean)	2.9141
Put-Call Implied Volatility Ratio	1.2654
Implied Volatility Skew	0.2758
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000