PGIM S&P 500 Buffer 12 ETF - Sep (SEPP) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

PGIM S&P 500 Buffer 12 ETF - Sep (SEPP) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $27.3M, listed on CBOE, carrying a beta of 0.53 to the broader market. SEPP uses FLEX options in an effort to moderate losses on shares of SPDR S&P 500 ETF Trust (SPY) over a one-year period that resets each September. public since 2024-05-15.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for SEPP as of 2026-10-15; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →