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.

SPDR S&P 500 ETF (SPY) had 180-Day Implied Volatility Skew of 0.0561 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1130
Historical Volatility (Parkinson)	0.0872
Implied Volatility (Calls)	0.1587
Implied Volatility (Puts)	0.1499
Implied Volatility (Mean)	0.1543
Put-Call Implied Volatility Ratio	0.9445
Implied Volatility Skew	0.0561
Option Statistics
Put-Call Ratio (Volume)	0.9419
Put-Call Ratio (Open Interest)	1.3556
Forward Price	517.78
Call Breakeven Price	558.49
Put Breakeven Price	432.40
Option Breakeven Price	484.58