Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 1.2582 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0886
Historical Volatility (Parkinson)	0.1490
Implied Volatility (Calls)	0.5805
Implied Volatility (Puts)	2.1154
Implied Volatility (Mean)	1.3480
Put-Call Implied Volatility Ratio	3.6441
Implied Volatility Skew	1.2582
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2500