Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

ProShares Online Retail ETF (ONLN) had 120-Day Implied Volatility Skew of 0.0950 for 2025-02-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-02-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2118
Historical Volatility (Parkinson)	0.1470
Implied Volatility (Calls)	0.2328
Implied Volatility (Puts)	0.2116
Implied Volatility (Mean)	0.2222
Put-Call Implied Volatility Ratio	0.9088
Implied Volatility Skew	0.0950
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--