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.

Tradr 2X Long GEV Daily ETF (GEVX) had 30-Day Implied Volatility Skew of 0.1384 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0818
Historical Volatility (Parkinson)	1.0177
Implied Volatility (Calls)	0.9269
Implied Volatility (Puts)	0.9564
Implied Volatility (Mean)	0.9417
Put-Call Implied Volatility Ratio	1.0318
Implied Volatility Skew	0.1384
Option Statistics
Put-Call Ratio (Volume)	0.3251
Put-Call Ratio (Open Interest)	0.7242