Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0771 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5775
Historical Volatility (Parkinson)	0.5480
Implied Volatility (Calls)	0.7594
Implied Volatility (Puts)	0.7436
Implied Volatility (Mean)	0.7515
Put-Call Implied Volatility Ratio	0.9792
Implied Volatility Skew	0.0771
Option Statistics
Put-Call Ratio (Volume)	0.8187
Put-Call Ratio (Open Interest)	0.6774