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.
Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF (PDN) had 120-Day Implied Volatility Skew of -0.0255 for 2026-07-20.
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