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.

Tradr 2X Long CORZ Daily ETF (COZX) had 20-Day Implied Volatility Skew of 0.1112 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	1.5326
Historical Volatility (Parkinson)	1.1178
Implied Volatility (Calls)	1.4708
Implied Volatility (Puts)	1.5411
Implied Volatility (Mean)	1.5060
Put-Call Implied Volatility Ratio	1.0478
Implied Volatility Skew	0.1112
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2800