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 0.0315 for 2026-03-09.

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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0262
Historical Volatility (Parkinson)	0.0020
Implied Volatility (Calls)	0.2771
Implied Volatility (Puts)	0.2650
Implied Volatility (Mean)	0.2711
Put-Call Implied Volatility Ratio	0.9563
Implied Volatility Skew	0.0315
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--