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 1.5236 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5079
Historical Volatility (Parkinson)	0.3961
Implied Volatility (Calls)	0.5696
Implied Volatility (Puts)	0.5883
Implied Volatility (Mean)	0.5789
Put-Call Implied Volatility Ratio	1.0328
Implied Volatility Skew	1.5236
Option Statistics
Put-Call Ratio (Volume)	0.0103
Put-Call Ratio (Open Interest)	0.0567