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.

Direxion Daily CSI 300 China A Share Bull 2X ETF (CHAU) had 60-Day Implied Volatility Skew of 0.0436 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2640
Historical Volatility (Parkinson)	0.1044
Implied Volatility (Calls)	0.4944
Implied Volatility (Puts)	0.4643
Implied Volatility (Mean)	0.4794
Put-Call Implied Volatility Ratio	0.9391
Implied Volatility Skew	0.0436
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4000