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 Real Estate Bull 3X ETF (DRN) had 60-Day Implied Volatility Skew of 0.1473 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3604
Historical Volatility (Parkinson)	0.3333
Implied Volatility (Calls)	0.7340
Implied Volatility (Puts)	0.6004
Implied Volatility (Mean)	0.6672
Put-Call Implied Volatility Ratio	0.8179
Implied Volatility Skew	0.1473
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	2.5411