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.

Janus Henderson Sustainable & Impact Core Bond ETF (JACK) 30-Day Implied Volatility Skew data is not available for 2026-03-06.

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 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8610
Historical Volatility (Parkinson)	0.6346
Implied Volatility (Calls)	0.9369
Implied Volatility (Puts)	0.5411
Implied Volatility (Mean)	0.7390
Put-Call Implied Volatility Ratio	0.5775
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8692
Put-Call Ratio (Open Interest)	1.6338