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.

GraniteShares 2x Long INTC Daily ETF (INTW) had 30-Day Implied Volatility Skew of 0.0575 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0560
Historical Volatility (Parkinson)	0.9852
Implied Volatility (Calls)	1.3738
Implied Volatility (Puts)	1.2231
Implied Volatility (Mean)	1.2985
Put-Call Implied Volatility Ratio	0.8903
Implied Volatility Skew	0.0575
Option Statistics
Put-Call Ratio (Volume)	0.6893
Put-Call Ratio (Open Interest)	0.7088