Implied Volatility Skew (120-Day)

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

iShares Bitcoin Trust (IBIT) had 120-Day Implied Volatility Skew of 0.0069 for 2025-10-07.

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 2025-10-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3335
Historical Volatility (Parkinson)	0.1979
Implied Volatility (Calls)	0.5040
Implied Volatility (Puts)	0.4948
Implied Volatility (Mean)	0.4994
Put-Call Implied Volatility Ratio	0.9817
Implied Volatility Skew	0.0069
Option Statistics
Put-Call Ratio (Volume)	0.0769
Put-Call Ratio (Open Interest)	0.3979