Implied Volatility Skew (10-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 500 High Beta Bull 3X ETF (HIBL) had 10-Day Implied Volatility Skew of -0.0404 for 2026-06-05.
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