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.

ProShares Ultra Bitcoin ETF (BITU) had 30-Day Implied Volatility Skew of 0.0614 for 2025-11-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-11-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9344
Historical Volatility (Parkinson)	0.6741
Implied Volatility (Calls)	0.9771
Implied Volatility (Puts)	1.0763
Implied Volatility (Mean)	1.0267
Put-Call Implied Volatility Ratio	1.1016
Implied Volatility Skew	0.0614
Option Statistics
Put-Call Ratio (Volume)	0.4720
Put-Call Ratio (Open Interest)	0.2380