Implied Volatility Skew (10-Day)

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

VanEck Bitcoin ETF (HODL) had 10-Day Implied Volatility Skew of 0.2614 for 2026-04-06.

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 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3303
Historical Volatility (Parkinson)	0.2334
Implied Volatility (Calls)	0.4593
Implied Volatility (Puts)	0.7136
Implied Volatility (Mean)	0.5864
Put-Call Implied Volatility Ratio	1.5537
Implied Volatility Skew	0.2614
Option Statistics
Put-Call Ratio (Volume)	0.0556
Put-Call Ratio (Open Interest)	0.0353