Implied Volatility Skew (90-Day)

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

Tidal Trust Subversive Congressional Democrats Trading ETF (NANC) had 90-Day Implied Volatility Skew of 0.0264 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1583
Historical Volatility (Parkinson)	0.1100
Implied Volatility (Calls)	0.1807
Implied Volatility (Puts)	0.1977
Implied Volatility (Mean)	0.1892
Put-Call Implied Volatility Ratio	1.0943
Implied Volatility Skew	0.0264
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0154