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.

iShares Treasury Floating Rate Bond ETF (TFLO) had 20-Day Implied Volatility Skew of 0.0137 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0027
Historical Volatility (Parkinson)	0.0022
Implied Volatility (Calls)	0.1063
Implied Volatility (Puts)	0.1418
Implied Volatility (Mean)	0.1240
Put-Call Implied Volatility Ratio	1.3344
Implied Volatility Skew	0.0137
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	5.0000