Implied Volatility Skew (150-Day)

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

SPAC and New Issue ETF (SPCK) had 150-Day Implied Volatility Skew of 0.0443 for 2026-04-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0420
Historical Volatility (Parkinson)	0.1261
Implied Volatility (Calls)	0.2315
Implied Volatility (Puts)	0.2760
Implied Volatility (Mean)	0.2537
Put-Call Implied Volatility Ratio	1.1918
Implied Volatility Skew	0.0443
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0299