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.

NEOS Real Estate High Income ETF (IYRI) had 20-Day Implied Volatility Skew of 0.2614 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)	0.1309
Historical Volatility (Parkinson)	0.0943
Implied Volatility (Calls)	0.2314
Implied Volatility (Puts)	0.1273
Implied Volatility (Mean)	0.1794
Put-Call Implied Volatility Ratio	0.5500
Implied Volatility Skew	0.2614
Option Statistics
Put-Call Ratio (Volume)	0.4000
Put-Call Ratio (Open Interest)	0.3879