Implied Volatility Skew (20-Day)

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

iShares U.S. Oil & Gas Exploration & Production ETF (IEO) had 20-Day Implied Volatility Skew of -0.0586 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2575
Historical Volatility (Parkinson)	0.2107
Implied Volatility (Calls)	0.2776
Implied Volatility (Puts)	0.3464
Implied Volatility (Mean)	0.3120
Put-Call Implied Volatility Ratio	1.2480
Implied Volatility Skew	-0.0586
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0750