Implied Volatility Skew (20-Day)

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

GraniteShares 2x Long COIN Daily ETF (CONL) had 20-Day Implied Volatility Skew of -0.0943 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0916
Historical Volatility (Parkinson)	0.7616
Implied Volatility (Calls)	1.1271
Implied Volatility (Puts)	0.9804
Implied Volatility (Mean)	1.0538
Put-Call Implied Volatility Ratio	0.8698
Implied Volatility Skew	-0.0943
Option Statistics
Put-Call Ratio (Volume)	1.0049
Put-Call Ratio (Open Interest)	0.1847