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.
Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) had 20-Day Implied Volatility Skew of -0.5055 for 2026-10-16.
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