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.

Invesco Golden Dragon China ETF (PGJ) had 60-Day Implied Volatility Skew of 0.0419 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1807
Historical Volatility (Parkinson)	0.1033
Implied Volatility (Calls)	0.3524
Implied Volatility (Puts)	0.2743
Implied Volatility (Mean)	0.3133
Put-Call Implied Volatility Ratio	0.7783
Implied Volatility Skew	0.0419
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1111