Implied Volatility Skew (120-Day)

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

Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) had 120-Day Implied Volatility Skew of 0.0054 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6611
Historical Volatility (Parkinson)	0.5930
Implied Volatility (Calls)	0.7318
Implied Volatility (Puts)	0.7700
Implied Volatility (Mean)	0.7509
Put-Call Implied Volatility Ratio	1.0522
Implied Volatility Skew	0.0054
Option Statistics
Put-Call Ratio (Volume)	0.2943
Put-Call Ratio (Open Interest)	0.4484