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 SpaceX Bull 2X ETF (LOFF) had 30-Day Implied Volatility Skew of 0.0430 for 2026-10-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-30

Volatility Metrics
Historical Volatility (Close-to-Close)	1.3226
Historical Volatility (Parkinson)	0.8399
Implied Volatility (Calls)	1.1168
Implied Volatility (Puts)	1.0581
Implied Volatility (Mean)	1.0874
Put-Call Implied Volatility Ratio	0.9475
Implied Volatility Skew	0.0430
Option Statistics
Put-Call Ratio (Volume)	2.1957
Put-Call Ratio (Open Interest)	0.4773