Implied Volatility Skew (180-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Invesco S&P 500 High Dividend Low Volatility ETF (SPHD) had 180-Day Implied Volatility Skew of 0.0293 for 2026-06-04.
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