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 Global ex-U.S. Real Estate Index Fund ETF Shares (VNQI) had 30-Day Implied Volatility Skew of 0.0258 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1088
Historical Volatility (Parkinson)	0.0618
Implied Volatility (Calls)	0.1779
Implied Volatility (Puts)	0.1277
Implied Volatility (Mean)	0.1528
Put-Call Implied Volatility Ratio	0.7178
Implied Volatility Skew	0.0258
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4000