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.

Schwab Crypto Thematic ETF (STCE) had 20-Day Implied Volatility Skew of 0.0036 for 2026-01-16.

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 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5313
Historical Volatility (Parkinson)	0.3982
Implied Volatility (Calls)	0.6548
Implied Volatility (Puts)	0.9208
Implied Volatility (Mean)	0.7878
Put-Call Implied Volatility Ratio	1.4062
Implied Volatility Skew	0.0036
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1862