Implied Volatility Skew (20-Day)

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

GraniteShares 2x Long AMD Daily ETF (AMDL) had 20-Day Implied Volatility Skew of 0.0884 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)	1.5899
Historical Volatility (Parkinson)	1.2567
Implied Volatility (Calls)	1.8879
Implied Volatility (Puts)	1.8154
Implied Volatility (Mean)	1.8516
Put-Call Implied Volatility Ratio	0.9616
Implied Volatility Skew	0.0884
Option Statistics
Put-Call Ratio (Volume)	0.9481
Put-Call Ratio (Open Interest)	0.8141