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 AMD Daily ETF (AMDL) had 30-Day Implied Volatility Skew of 0.0151 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1437
Historical Volatility (Parkinson)	0.7839
Implied Volatility (Calls)	1.1485
Implied Volatility (Puts)	1.1752
Implied Volatility (Mean)	1.1618
Put-Call Implied Volatility Ratio	1.0233
Implied Volatility Skew	0.0151
Option Statistics
Put-Call Ratio (Volume)	1.3115
Put-Call Ratio (Open Interest)	6.5675