Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) had 180-Day Implied Volatility Skew of 0.0450 for 2026-08-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-08-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0585
Historical Volatility (Parkinson)	0.0424
Implied Volatility (Calls)	0.0756
Implied Volatility (Puts)	0.0705
Implied Volatility (Mean)	0.0731
Put-Call Implied Volatility Ratio	0.9333
Implied Volatility Skew	0.0450
Option Statistics
Put-Call Ratio (Volume)	0.0600
Put-Call Ratio (Open Interest)	11.2410