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.

VanEck Uranium and Nuclear ETF (NLR) had 20-Day Implied Volatility Skew of 0.0471 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4088
Historical Volatility (Parkinson)	0.2863
Implied Volatility (Calls)	0.3963
Implied Volatility (Puts)	0.3436
Implied Volatility (Mean)	0.3699
Put-Call Implied Volatility Ratio	0.8669
Implied Volatility Skew	0.0471
Option Statistics
Put-Call Ratio (Volume)	0.8077
Put-Call Ratio (Open Interest)	1.9609