Volatility skew for Vanguard Russell 1000 Value ETF (VONV): implied volatility across strike prices, the latest skew compared with its history, showing which way option traders are leaning.
For the latest figures, see VONV implied volatility.
Volatility skew is a measure of market implied volatility to both the upside and the downside, and the comparison of how they relate to each other. The following charts enable you to view the volatility skew for each option expiration listed for VONV, comparing against other expirations and previous closing values. You can also view a 30-day constant maturity skew for VONV, both the current value and historical.
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