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.

BondBloxx USD High Yield Bond Consumer Cyclicals Sector ETF (XHYC) had 20-Day Implied Volatility Skew of 0.0684 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0282
Historical Volatility (Parkinson)	0.0088
Implied Volatility (Calls)	0.2188
Implied Volatility (Puts)	0.2041
Implied Volatility (Mean)	0.2115
Put-Call Implied Volatility Ratio	0.9331
Implied Volatility Skew	0.0684
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--