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.

SPDR S&P 500 ETF (SPY) had 10-Day Implied Volatility Skew of 0.0116 for 2023-03-30.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2023-03-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1575
Historical Volatility (Parkinson)	0.1422
Implied Volatility (Calls)	0.1471
Implied Volatility (Puts)	0.1494
Implied Volatility (Mean)	0.1482
Put-Call Implied Volatility Ratio	1.0158
Implied Volatility Skew	0.0116
Option Statistics
Put-Call Ratio (Volume)	1.0192
Put-Call Ratio (Open Interest)	1.6875
Forward Price	404.17
Call Breakeven Price	410.35
Put Breakeven Price	376.04
Option Breakeven Price	388.58