SPDR S&P 500 ETF (SPY)

Last Price: 455.55 (2021-10-25)

Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0764 for 2021-10-25.