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.
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) had 180-Day Implied Volatility Skew of 0.0538 for 2026-10-16.
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