Implied Volatility Skew (180-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 ETF (GUSH) had 180-Day Implied Volatility Skew of -0.0143 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6226
Historical Volatility (Parkinson)	0.4833
Implied Volatility (Calls)	0.5881
Implied Volatility (Puts)	0.6569
Implied Volatility (Mean)	0.6225
Put-Call Implied Volatility Ratio	1.1171
Implied Volatility Skew	-0.0143
Option Statistics
Put-Call Ratio (Volume)	0.1058
Put-Call Ratio (Open Interest)	0.1816