Implied Volatility Skew (150-Day)

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

ProShares Long Online/Short Stores ETF (CLIX) had 150-Day Implied Volatility Skew of 0.0418 for 2025-06-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2657
Historical Volatility (Parkinson)	0.1426
Implied Volatility (Calls)	0.2034
Implied Volatility (Puts)	0.2126
Implied Volatility (Mean)	0.2080
Put-Call Implied Volatility Ratio	1.0451
Implied Volatility Skew	0.0418
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000