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.

Amplify BlackSwan Growth & Treasury Core ETF (SWAN) had 20-Day Implied Volatility Skew of 0.0746 for 2026-09-02.

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 2026-09-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0877
Historical Volatility (Parkinson)	0.0482
Implied Volatility (Calls)	0.3117
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	0.0746
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000