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 Energy (DIG) had 30-Day Implied Volatility Skew of 0.0956 for 2025-08-28.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-08-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2868
Historical Volatility (Parkinson)	0.2670
Implied Volatility (Calls)	0.3352
Implied Volatility (Puts)	0.3401
Implied Volatility (Mean)	0.3377
Put-Call Implied Volatility Ratio	1.0148
Implied Volatility Skew	0.0956
Option Statistics
Put-Call Ratio (Volume)	0.0659
Put-Call Ratio (Open Interest)	0.5316