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 CRWD Daily ETF (CRWL) had 20-Day Implied Volatility Skew of 0.0228 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	1.4984
Historical Volatility (Parkinson)	1.1728
Implied Volatility (Calls)	0.9818
Implied Volatility (Puts)	1.0974
Implied Volatility (Mean)	1.0396
Put-Call Implied Volatility Ratio	1.1177
Implied Volatility Skew	0.0228
Option Statistics
Put-Call Ratio (Volume)	0.6798
Put-Call Ratio (Open Interest)	0.4529