Implied Volatility Skew (30-Day)

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

Proshares Ultra Dow30 (DDM) had 30-Day Implied Volatility Skew of 0.1078 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1805
Historical Volatility (Parkinson)	0.1712
Implied Volatility (Calls)	0.2962
Implied Volatility (Puts)	0.2801
Implied Volatility (Mean)	0.2882
Put-Call Implied Volatility Ratio	0.9459
Implied Volatility Skew	0.1078
Option Statistics
Put-Call Ratio (Volume)	5.2500
Put-Call Ratio (Open Interest)	1.4701