Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0187 for 2025-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2536
Historical Volatility (Parkinson)	0.1377
Implied Volatility (Calls)	0.1988
Implied Volatility (Puts)	0.2347
Implied Volatility (Mean)	0.2167
Put-Call Implied Volatility Ratio	1.1803
Implied Volatility Skew	0.0187
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000