Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1068 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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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1431
Historical Volatility (Parkinson)	0.1178
Implied Volatility (Calls)	0.3115
Implied Volatility (Puts)	0.3500
Implied Volatility (Mean)	0.3308
Put-Call Implied Volatility Ratio	1.1234
Implied Volatility Skew	0.1068
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000