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.

ProShares Investment Grade-Interest Rate Hedged (IGHG) had 120-Day Implied Volatility Skew of 0.0263 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0329
Historical Volatility (Parkinson)	0.0492
Implied Volatility (Calls)	0.1262
Implied Volatility (Puts)	0.1249
Implied Volatility (Mean)	0.1255
Put-Call Implied Volatility Ratio	0.9896
Implied Volatility Skew	0.0263
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--