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.

Themes Lithium & Battery Metal Miners ETF (LIMI) had 20-Day Implied Volatility Skew of -0.0320 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2976
Historical Volatility (Parkinson)	0.1227
Implied Volatility (Calls)	0.4729
Implied Volatility (Puts)	0.4596
Implied Volatility (Mean)	0.4662
Put-Call Implied Volatility Ratio	0.9718
Implied Volatility Skew	-0.0320
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	4.0000