Implied Volatility Skew (30-Day)

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

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) had 30-Day Implied Volatility Skew of -0.0027 for 2025-05-30.

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 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1068
Historical Volatility (Parkinson)	0.0764
Implied Volatility (Calls)	0.1039
Implied Volatility (Puts)	0.1024
Implied Volatility (Mean)	0.1032
Put-Call Implied Volatility Ratio	0.9848
Implied Volatility Skew	-0.0027
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9004