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 S&P Oil & Gas Exp. & Prod. Bear 2X Shares (DRIP) had 20-Day Implied Volatility Skew of -0.0692 for 2026-03-06.
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