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.

ProShares Long Online/Short Stores ETF (CLIX) had 60-Day Implied Volatility Skew of -0.0045 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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Up to 20 years of data history
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Figures for 2025-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3154
Historical Volatility (Parkinson)	0.1855
Implied Volatility (Calls)	0.1952
Implied Volatility (Puts)	0.2103
Implied Volatility (Mean)	0.2027
Put-Call Implied Volatility Ratio	1.0773
Implied Volatility Skew	-0.0045
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000