Implied Volatility Skew (60-Day)

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

GraniteShares 2x Long BABA Daily ETF (BABX) had 60-Day Implied Volatility Skew of -0.0106 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8652
Historical Volatility (Parkinson)	0.4899
Implied Volatility (Calls)	0.9164
Implied Volatility (Puts)	0.9887
Implied Volatility (Mean)	0.9526
Put-Call Implied Volatility Ratio	1.0788
Implied Volatility Skew	-0.0106
Option Statistics
Put-Call Ratio (Volume)	0.4860
Put-Call Ratio (Open Interest)	0.3874