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.

Vanguard Small-Cap ETF (VB) had 30-Day Implied Volatility Skew of -0.0043 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)	0.1203
Historical Volatility (Parkinson)	0.1007
Implied Volatility (Calls)	0.1691
Implied Volatility (Puts)	0.1739
Implied Volatility (Mean)	0.1715
Put-Call Implied Volatility Ratio	1.0286
Implied Volatility Skew	-0.0043
Option Statistics
Put-Call Ratio (Volume)	0.2917
Put-Call Ratio (Open Interest)	0.8144