Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Direxion Daily MSCI Emerging Markets Bull 3x Shares (EDC) had 120-Day Implied Volatility Skew of 0.0588 for 2026-03-06.

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5480
Historical Volatility (Parkinson)	0.3716
Implied Volatility (Calls)	0.7678
Implied Volatility (Puts)	0.8024
Implied Volatility (Mean)	0.7851
Put-Call Implied Volatility Ratio	1.0451
Implied Volatility Skew	0.0588
Option Statistics
Put-Call Ratio (Volume)	0.5714
Put-Call Ratio (Open Interest)	1.6016