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 Industrials ETF (PSCI) had 180-Day Implied Volatility Skew of 0.0756 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)	0.1943
Historical Volatility (Parkinson)	0.1105
Implied Volatility (Calls)	0.2257
Implied Volatility (Puts)	0.1949
Implied Volatility (Mean)	0.2103
Put-Call Implied Volatility Ratio	0.8636
Implied Volatility Skew	0.0756
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--