Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares (GUSH) had 120-Day Implied Volatility Skew of 0.0429 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5224
Historical Volatility (Parkinson)	0.4522
Implied Volatility (Calls)	0.5167
Implied Volatility (Puts)	0.5349
Implied Volatility (Mean)	0.5258
Put-Call Implied Volatility Ratio	1.0351
Implied Volatility Skew	0.0429
Option Statistics
Put-Call Ratio (Volume)	0.7230
Put-Call Ratio (Open Interest)	0.2232