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.

GraniteShares 2x Long META Daily ETF (FBL) had 30-Day Implied Volatility Skew of 0.0666 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7371
Historical Volatility (Parkinson)	0.4643
Implied Volatility (Calls)	0.5821
Implied Volatility (Puts)	0.6121
Implied Volatility (Mean)	0.5971
Put-Call Implied Volatility Ratio	1.0516
Implied Volatility Skew	0.0666
Option Statistics
Put-Call Ratio (Volume)	0.2870
Put-Call Ratio (Open Interest)	0.4362