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 2000 ETF (IWM) 20-Day Implied Volatility Skew data is not available for 2024-05-21.

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Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1294
Historical Volatility (Parkinson)	0.0991
Implied Volatility (Calls)	0.1499
Implied Volatility (Puts)	0.1645
Implied Volatility (Mean)	0.1572
Put-Call Implied Volatility Ratio	1.0974
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8377
Put-Call Ratio (Open Interest)	1.3957
Forward Price	208.65
Call Breakeven Price	216.20
Put Breakeven Price	196.86
Option Breakeven Price	205.00