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.

United States Natural Gas ETF (UNG) had 20-Day Implied Volatility Skew of -0.0540 for 2025-05-30.

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 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5742
Historical Volatility (Parkinson)	0.3197
Implied Volatility (Calls)	0.5233
Implied Volatility (Puts)	0.5778
Implied Volatility (Mean)	0.5506
Put-Call Implied Volatility Ratio	1.1042
Implied Volatility Skew	-0.0540
Option Statistics
Put-Call Ratio (Volume)	0.6050
Put-Call Ratio (Open Interest)	0.5395