Implied Volatility Skew (10-Day)

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

Simplify Volatility Premium ETF (SVOL) had 10-Day Implied Volatility Skew of 0.0495 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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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0978
Historical Volatility (Parkinson)	0.1088
Implied Volatility (Calls)	0.1108
Implied Volatility (Puts)	0.1447
Implied Volatility (Mean)	0.1278
Put-Call Implied Volatility Ratio	1.3058
Implied Volatility Skew	0.0495
Option Statistics
Put-Call Ratio (Volume)	0.6757
Put-Call Ratio (Open Interest)	0.3623