Implied Volatility Skew (90-Day)

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

Corgi Shipping & Global Logistics ETF (HULL) had 90-Day Implied Volatility Skew of 0.0570 for 2026-07-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-27

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.2989
Implied Volatility (Puts)	0.3220
Implied Volatility (Mean)	0.3105
Put-Call Implied Volatility Ratio	1.0772
Implied Volatility Skew	0.0570
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--