Implied Volatility Skew (60-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Vanguard FTSE Developed Markets Index Fund ETF Shares (VEA) had 60-Day Implied Volatility Skew of -0.0259 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2001
Historical Volatility (Parkinson)	0.1093
Implied Volatility (Calls)	0.1690
Implied Volatility (Puts)	0.1870
Implied Volatility (Mean)	0.1780
Put-Call Implied Volatility Ratio	1.1070
Implied Volatility Skew	-0.0259
Option Statistics
Put-Call Ratio (Volume)	0.0332
Put-Call Ratio (Open Interest)	0.1839