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.
iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) had 60-Day Implied Volatility Skew of -0.0936 for 2026-07-17.
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