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.

BondBloxx USD High Yield Bond Sector Rotation ETF (HYSA) had 180-Day Implied Volatility Skew of 0.0083 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0518
Historical Volatility (Parkinson)	0.0590
Implied Volatility (Calls)	0.1332
Implied Volatility (Puts)	0.2022
Implied Volatility (Mean)	0.1677
Put-Call Implied Volatility Ratio	1.5176
Implied Volatility Skew	0.0083
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--