Implied Volatility Skew (10-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) had 10-Day Implied Volatility Skew of -0.3553 for 2025-05-27.
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