Implied Volatility Skew (180-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 ETF (EDC) had 180-Day Implied Volatility Skew of 0.0073 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7460
Historical Volatility (Parkinson)	0.4439
Implied Volatility (Calls)	0.8578
Implied Volatility (Puts)	0.9484
Implied Volatility (Mean)	0.9031
Put-Call Implied Volatility Ratio	1.1056
Implied Volatility Skew	0.0073
Option Statistics
Put-Call Ratio (Volume)	0.0632
Put-Call Ratio (Open Interest)	0.3429