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.

GraniteShares 2x Long AAPL Daily ETF (AAPB) had 30-Day Implied Volatility Skew of 0.0422 for 2025-07-17.

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Figures for 2025-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3124
Historical Volatility (Parkinson)	0.3589
Implied Volatility (Calls)	0.6185
Implied Volatility (Puts)	0.5631
Implied Volatility (Mean)	0.5908
Put-Call Implied Volatility Ratio	0.9104
Implied Volatility Skew	0.0422
Option Statistics
Put-Call Ratio (Volume)	0.3750
Put-Call Ratio (Open Interest)	0.0658