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.
Cyber Hornet S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) had 120-Day Implied Volatility Skew of 0.1774 for 2026-01-20.
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