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.

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) had 20-Day Implied Volatility Skew of 0.2041 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)	0.3800
Historical Volatility (Parkinson)	0.1525
Implied Volatility (Calls)	0.1670
Implied Volatility (Puts)	0.4988
Implied Volatility (Mean)	0.3329
Put-Call Implied Volatility Ratio	2.9872
Implied Volatility Skew	0.2041
Option Statistics
Put-Call Ratio (Volume)	3.5000
Put-Call Ratio (Open Interest)	1.5000