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.

TappAlpha SPY Growth & Daily Income ETF (TSPY) had 30-Day Implied Volatility Skew of 0.0459 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1409
Historical Volatility (Parkinson)	0.1373
Implied Volatility (Calls)	0.1932
Implied Volatility (Puts)	0.1897
Implied Volatility (Mean)	0.1914
Put-Call Implied Volatility Ratio	0.9817
Implied Volatility Skew	0.0459
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.7637