Implied Volatility Skew (180-Day)

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

SPDR Bloomberg International Treasury Bond ETF (BWX) 180-Day Implied Volatility Skew data is not available for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0932
Historical Volatility (Parkinson)	0.0677
Implied Volatility (Calls)	0.1301
Implied Volatility (Puts)	0.1701
Implied Volatility (Mean)	0.1501
Put-Call Implied Volatility Ratio	1.3072
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	21.85
Call Breakeven Price	22.71
Put Breakeven Price	--
Option Breakeven Price	22.71