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 0.0475 for 2025-08-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5752
Historical Volatility (Parkinson)	0.3661
Implied Volatility (Calls)	0.6700
Implied Volatility (Puts)	0.7205
Implied Volatility (Mean)	0.6952
Put-Call Implied Volatility Ratio	1.0754
Implied Volatility Skew	0.0475
Option Statistics
Put-Call Ratio (Volume)	0.4142
Put-Call Ratio (Open Interest)	0.8119