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 Bear 3X Shares (HIBS) had 10-Day Implied Volatility Skew of 0.1512 for 2026-01-20.
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