Implied Volatility Skew (30-Day)

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

SPDR Dow Jones Industrial Average ETF (DIA) had 30-Day Implied Volatility Skew of 0.0143 for 2025-10-31.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-10-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1117
Historical Volatility (Parkinson)	0.1109
Implied Volatility (Calls)	0.1333
Implied Volatility (Puts)	0.1431
Implied Volatility (Mean)	0.1382
Put-Call Implied Volatility Ratio	1.0734
Implied Volatility Skew	0.0143
Option Statistics
Put-Call Ratio (Volume)	2.7623
Put-Call Ratio (Open Interest)	1.5648