Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0792 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1886
Historical Volatility (Parkinson)	0.1566
Implied Volatility (Calls)	0.2078
Implied Volatility (Puts)	0.2055
Implied Volatility (Mean)	0.2066
Put-Call Implied Volatility Ratio	0.9888
Implied Volatility Skew	0.0792
Option Statistics
Put-Call Ratio (Volume)	3.7641
Put-Call Ratio (Open Interest)	3.3643
Forward Price	393.52
Call Breakeven Price	417.78
Put Breakeven Price	352.60
Option Breakeven Price	367.53