Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Direxion Daily AI and Big Data Bull 2X ETF (AIBU) had 180-Day Implied Volatility Skew of 0.0775 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5760
Historical Volatility (Parkinson)	0.4263
Implied Volatility (Calls)	0.6286
Implied Volatility (Puts)	0.5752
Implied Volatility (Mean)	0.6019
Put-Call Implied Volatility Ratio	0.9151
Implied Volatility Skew	0.0775
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0183