Implied Volatility Skew (30-Day)

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

Invesco Dorsey Wright Utilities Momentum ETF (PUI) had 30-Day Implied Volatility Skew of 0.0464 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1567
Historical Volatility (Parkinson)	0.1042
Implied Volatility (Calls)	0.1832
Implied Volatility (Puts)	0.1785
Implied Volatility (Mean)	0.1809
Put-Call Implied Volatility Ratio	0.9741
Implied Volatility Skew	0.0464
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000