Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0750 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8974
Historical Volatility (Parkinson)	0.4984
Implied Volatility (Calls)	0.8327
Implied Volatility (Puts)	0.6764
Implied Volatility (Mean)	0.7545
Put-Call Implied Volatility Ratio	0.8122
Implied Volatility Skew	0.0750
Option Statistics
Put-Call Ratio (Volume)	2.1980
Put-Call Ratio (Open Interest)	0.5260