Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.1649 for 2026-05-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8118
Historical Volatility (Parkinson)	0.4938
Implied Volatility (Calls)	1.0709
Implied Volatility (Puts)	0.5154
Implied Volatility (Mean)	0.7932
Put-Call Implied Volatility Ratio	0.4813
Implied Volatility Skew	0.1649
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4625