Implied Volatility Skew (20-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
ALPS O'Shares U.S. Small-Cap Quality Dividend ETF (OUSM) had 20-Day Implied Volatility Skew of 0.0698 for 2026-01-20.
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