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 MSCI India ETF (INDA) had 120-Day Implied Volatility Skew of 0.0227 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1942
Historical Volatility (Parkinson)	0.0934
Implied Volatility (Calls)	0.2003
Implied Volatility (Puts)	0.1978
Implied Volatility (Mean)	0.1990
Put-Call Implied Volatility Ratio	0.9874
Implied Volatility Skew	0.0227
Option Statistics
Put-Call Ratio (Volume)	1.8793
Put-Call Ratio (Open Interest)	0.6563