Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0118 for 2025-09-26.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3412
Historical Volatility (Parkinson)	0.2850
Implied Volatility (Calls)	0.7214
Implied Volatility (Puts)	0.5097
Implied Volatility (Mean)	0.6156
Put-Call Implied Volatility Ratio	0.7065
Implied Volatility Skew	0.0118
Option Statistics
Put-Call Ratio (Volume)	0.8044
Put-Call Ratio (Open Interest)	1.4571