Historical Volatility Spread of 25-Delta Put IV minus 25-Delta Call IV

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Current Skew Indicator: In Line with Historical

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The implied volatility skew shows the market's bias for pricing in volatility risk to the option premium of downside puts and upside calls. If the implied volatility for downside puts is increasing relative to upside calls, then that suggests the market is pricing in a larger fear to a downside move.
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OPY 25-Delta Put - Call Spread 52-Week Average
ATM IV 25-Delta
Put IV		 25-Delta
Call IV		 Difference
Put - Call		 High Difference Low Difference
31.7 31.6 31.6 0.0 +0.4 -0.4
OPY 25-Delta Put - Call Spread Last 20 Days
Date ATM IV 25-Delta
Put IV		 25-Delta
Call IV		 Difference
Put - Call
12-Mar-2026 34.4 34.4 34.4 0.0
11-Mar-2026 34.6 34.6 34.6 0.0
10-Mar-2026 36.6 36.6 36.6 0.0
9-Mar-2026 39.5 39.4 39.4 0.0
6-Mar-2026 35.2 35.2 35.2 0.0
5-Mar-2026 31.1 31.1 31.1 0.0
4-Mar-2026 31.1 31.0 31.0 0.0
3-Mar-2026 33.3 33.2 33.2 0.0
2-Mar-2026 31.9 31.9 32.2 -0.3
27-Feb-2026 35.8 35.7 35.5 +0.2
26-Feb-2026 29.8 29.8 30.0 -0.2
25-Feb-2026 30.7 30.7 30.7 0.0
24-Feb-2026 30.9 30.9 30.9 0.0
23-Feb-2026 31.0 31.0 31.0 0.0
20-Feb-2026 29.9 29.9 29.9 0.0
19-Feb-2026 28.6 28.6 28.6 0.0
18-Feb-2026 29.2 29.2 29.2 0.0
17-Feb-2026 33.6 33.7 33.7 0.0
13-Feb-2026 36.5 36.3 36.3 0.0
12-Feb-2026 39.8 39.2 39.2 0.0