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 500 High Beta Bear 3X ETF (HIBS) had 20-Day Implied Volatility Skew of 2.7647 for 2026-06-04.
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