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 META Bull 2X ETF (METU) had 20-Day Implied Volatility Skew of 0.0637 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6613
Historical Volatility (Parkinson)	0.6235
Implied Volatility (Calls)	0.6857
Implied Volatility (Puts)	0.7145
Implied Volatility (Mean)	0.7001
Put-Call Implied Volatility Ratio	1.0419
Implied Volatility Skew	0.0637
Option Statistics
Put-Call Ratio (Volume)	0.8629
Put-Call Ratio (Open Interest)	0.7628