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 Russell 1000 ETF (IWB) had 20-Day Implied Volatility Skew of 0.0551 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)	0.1134
Historical Volatility (Parkinson)	0.0878
Implied Volatility (Calls)	0.1617
Implied Volatility (Puts)	0.1501
Implied Volatility (Mean)	0.1559
Put-Call Implied Volatility Ratio	0.9282
Implied Volatility Skew	0.0551
Option Statistics
Put-Call Ratio (Volume)	2.3333
Put-Call Ratio (Open Interest)	0.1383