Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0013 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4778
Historical Volatility (Parkinson)	0.4326
Implied Volatility (Calls)	0.6437
Implied Volatility (Puts)	0.6424
Implied Volatility (Mean)	0.6430
Put-Call Implied Volatility Ratio	0.9980
Implied Volatility Skew	0.0013
Option Statistics
Put-Call Ratio (Volume)	0.9167
Put-Call Ratio (Open Interest)	0.2397