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.

Tradr 2X Long OPEN Daily ETF (OPEX) had 20-Day Implied Volatility Skew of 0.1056 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2683
Historical Volatility (Parkinson)	1.1351
Implied Volatility (Calls)	1.7440
Implied Volatility (Puts)	1.5965
Implied Volatility (Mean)	1.6702
Put-Call Implied Volatility Ratio	0.9154
Implied Volatility Skew	0.1056
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0488