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 Crypto Industry Bull 2X Shares (LMBO) had 30-Day Implied Volatility Skew of 0.2721 for 2025-11-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-11-14

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1253
Historical Volatility (Parkinson)	0.8351
Implied Volatility (Calls)	0.8691
Implied Volatility (Puts)	0.9258
Implied Volatility (Mean)	0.8974
Put-Call Implied Volatility Ratio	1.0652
Implied Volatility Skew	0.2721
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0744