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.

REX-Osprey XRP ETF (XRPR) had 20-Day Implied Volatility Skew of 0.3788 for 2026-05-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5249
Historical Volatility (Parkinson)	0.2381
Implied Volatility (Calls)	1.0996
Implied Volatility (Puts)	1.1664
Implied Volatility (Mean)	1.1330
Put-Call Implied Volatility Ratio	1.0607
Implied Volatility Skew	0.3788
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2174