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.

Direxion Daily Aerospace & Defense Bull 3X ETF (DFEN) had 20-Day Implied Volatility Skew of 0.1096 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9353
Historical Volatility (Parkinson)	0.5883
Implied Volatility (Calls)	0.8605
Implied Volatility (Puts)	0.8138
Implied Volatility (Mean)	0.8372
Put-Call Implied Volatility Ratio	0.9458
Implied Volatility Skew	0.1096
Option Statistics
Put-Call Ratio (Volume)	1.7726
Put-Call Ratio (Open Interest)	1.2344