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 0.0958 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)	3.9395
Historical Volatility (Parkinson)	0.8140
Implied Volatility (Calls)	1.1171
Implied Volatility (Puts)	0.8851
Implied Volatility (Mean)	1.0011
Put-Call Implied Volatility Ratio	0.7923
Implied Volatility Skew	0.0958
Option Statistics
Put-Call Ratio (Volume)	0.3542
Put-Call Ratio (Open Interest)	2.5385