Implied Volatility Skew (60-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 Energy Sector ETF (XHYE) had 60-Day Implied Volatility Skew of 0.0483 for 2026-03-09.

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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0308
Historical Volatility (Parkinson)	0.0211
Implied Volatility (Calls)	0.1684
Implied Volatility (Puts)	0.1660
Implied Volatility (Mean)	0.1672
Put-Call Implied Volatility Ratio	0.9855
Implied Volatility Skew	0.0483
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--