Implied Volatility Skew (150-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares (DRIP) had 150-Day Implied Volatility Skew of -0.0007 for 2026-01-16.
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