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.
PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF (ZROZ) had 30-Day Implied Volatility Skew of 0.1166 for 2025-12-04.
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