Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0677 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2370
Historical Volatility (Parkinson)	0.2012
Implied Volatility (Calls)	0.2374
Implied Volatility (Puts)	0.2612
Implied Volatility (Mean)	0.2493
Put-Call Implied Volatility Ratio	1.1003
Implied Volatility Skew	0.0677
Option Statistics
Put-Call Ratio (Volume)	0.7731
Put-Call Ratio (Open Interest)	2.5064
Forward Price	397.16
Call Breakeven Price	471.18
Put Breakeven Price	339.70
Option Breakeven Price	384.96

Data from Quantcha