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.

Financial Select Sector SPDR ETF (XLF) had 30-Day Implied Volatility Skew of 0.0378 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1336
Historical Volatility (Parkinson)	0.1219
Implied Volatility (Calls)	0.1687
Implied Volatility (Puts)	0.1711
Implied Volatility (Mean)	0.1699
Put-Call Implied Volatility Ratio	1.0144
Implied Volatility Skew	0.0378
Option Statistics
Put-Call Ratio (Volume)	0.9769
Put-Call Ratio (Open Interest)	1.0316
Forward Price	40.55
Call Breakeven Price	42.38
Put Breakeven Price	38.15
Option Breakeven Price	40.29