Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0720 for 2022-05-26.

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

Figures for 2022-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2659
Historical Volatility (Parkinson)	0.2031
Implied Volatility (Calls)	0.2327
Implied Volatility (Puts)	0.2555
Implied Volatility (Mean)	0.2441
Put-Call Implied Volatility Ratio	1.0980
Implied Volatility Skew	0.0720
Option Statistics
Put-Call Ratio (Volume)	2.3280
Put-Call Ratio (Open Interest)	1.7703
Forward Price	404.52
Call Breakeven Price	464.87
Put Breakeven Price	340.95
Option Breakeven Price	385.27

Data from Quantcha