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 Regional Banks Bull 3X Shares (DPST) had 20-Day Implied Volatility Skew of 0.2170 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)	1.0497
Historical Volatility (Parkinson)	0.8667
Implied Volatility (Calls)	1.0582
Implied Volatility (Puts)	1.1527
Implied Volatility (Mean)	1.1055
Put-Call Implied Volatility Ratio	1.0893
Implied Volatility Skew	0.2170
Option Statistics
Put-Call Ratio (Volume)	1.2566
Put-Call Ratio (Open Interest)	1.2824