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.

Unusual Whales Subversive Democratic Trading ETF (NANC) had 30-Day Implied Volatility Skew of 0.1461 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1265
Historical Volatility (Parkinson)	0.0842
Implied Volatility (Calls)	0.1857
Implied Volatility (Puts)	0.2861
Implied Volatility (Mean)	0.2359
Put-Call Implied Volatility Ratio	1.5409
Implied Volatility Skew	0.1461
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0980