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.

Global X MSCI SuperDividend Emerging Markets ETF (SDEM) had 30-Day Implied Volatility Skew of 0.0655 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0987
Historical Volatility (Parkinson)	0.0506
Implied Volatility (Calls)	0.2742
Implied Volatility (Puts)	0.2611
Implied Volatility (Mean)	0.2677
Put-Call Implied Volatility Ratio	0.9523
Implied Volatility Skew	0.0655
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000