Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0676 for 2025-12-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1211
Historical Volatility (Parkinson)	0.1065
Implied Volatility (Calls)	0.1453
Implied Volatility (Puts)	0.1326
Implied Volatility (Mean)	0.1389
Put-Call Implied Volatility Ratio	0.9123
Implied Volatility Skew	0.0676
Option Statistics
Put-Call Ratio (Volume)	0.2479
Put-Call Ratio (Open Interest)	0.9449