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 NYSE FANG+ Bull 2X Shares (FNGG) had 30-Day Implied Volatility Skew of 0.2698 for 2026-03-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4410
Historical Volatility (Parkinson)	0.3533
Implied Volatility (Calls)	0.6093
Implied Volatility (Puts)	0.5896
Implied Volatility (Mean)	0.5994
Put-Call Implied Volatility Ratio	0.9677
Implied Volatility Skew	0.2698
Option Statistics
Put-Call Ratio (Volume)	1.7143
Put-Call Ratio (Open Interest)	1.2116