SPDR S&P 500 ETF (SPY)

Last Closing Price: 381.24 (2022-07-01)

Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0746 for 2022-07-01.