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.
Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) had 120-Day Implied Volatility Skew of -0.0211 for 2025-08-01.
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