Implied Volatility Skew (20-Day)

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

Financial Select Sector SPDR ETF (XLF) had 20-Day Implied Volatility Skew of 0.0340 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1077
Historical Volatility (Parkinson)	0.1206
Implied Volatility (Calls)	0.1268
Implied Volatility (Puts)	0.1143
Implied Volatility (Mean)	0.1206
Put-Call Implied Volatility Ratio	0.9017
Implied Volatility Skew	0.0340
Option Statistics
Put-Call Ratio (Volume)	4.8842
Put-Call Ratio (Open Interest)	5.4075
Forward Price	40.63
Call Breakeven Price	42.44
Put Breakeven Price	38.38
Option Breakeven Price	39.25