Implied Volatility Skew (60-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 ETF (DRIP) had 60-Day Implied Volatility Skew of 0.0216 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6560
Historical Volatility (Parkinson)	0.5676
Implied Volatility (Calls)	0.6998
Implied Volatility (Puts)	0.7631
Implied Volatility (Mean)	0.7315
Put-Call Implied Volatility Ratio	1.0903
Implied Volatility Skew	0.0216
Option Statistics
Put-Call Ratio (Volume)	0.0379
Put-Call Ratio (Open Interest)	0.0416