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.

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF (GUSH) had 30-Day Implied Volatility Skew of 0.0537 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6989
Historical Volatility (Parkinson)	0.4880
Implied Volatility (Calls)	0.7297
Implied Volatility (Puts)	0.7380
Implied Volatility (Mean)	0.7339
Put-Call Implied Volatility Ratio	1.0114
Implied Volatility Skew	0.0537
Option Statistics
Put-Call Ratio (Volume)	0.2746
Put-Call Ratio (Open Interest)	0.1708