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.
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) had 30-Day Implied Volatility Skew of -0.1688 for 2026-04-02.
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