Implied Volatility Skew (180-Day)

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

Invesco S&P SmallCap Consumer Staples ETF (PSCC) had 180-Day Implied Volatility Skew of 0.1145 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1521
Historical Volatility (Parkinson)	0.1202
Implied Volatility (Calls)	0.2465
Implied Volatility (Puts)	0.2688
Implied Volatility (Mean)	0.2577
Put-Call Implied Volatility Ratio	1.0905
Implied Volatility Skew	0.1145
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000