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.
PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF (ZROZ) had 20-Day Implied Volatility Skew of 0.0232 for 2026-07-20.
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