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.
Vanguard FTSE All-World ex-US Small-Cap Index Fund ETF Shares (VSS) had 90-Day Implied Volatility Skew of 0.0739 for 2026-06-03.
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