Implied Volatility Skew (10-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
USCF SummerHaven Dynamic Commodity Strategy No K-1 ETF (SDCI) had 10-Day Implied Volatility Skew of 0.0769 for 2026-01-20.
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