Implied Volatility Skew (120-Day)

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

Vanguard S&P 500 ETF (VOO) 120-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1177
Historical Volatility (Parkinson)	0.0889
Implied Volatility (Calls)	0.1102
Implied Volatility (Puts)	0.1331
Implied Volatility (Mean)	0.1217
Put-Call Implied Volatility Ratio	1.2079
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4793
Put-Call Ratio (Open Interest)	3.4296
Forward Price	492.07
Call Breakeven Price	504.67
Put Breakeven Price	414.27
Option Breakeven Price	442.07