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 MSCI Mexico Bull 3X ETF (MEXX) had 30-Day Implied Volatility Skew of -0.0303 for 2026-04-17.

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Figures for 2026-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8582
Historical Volatility (Parkinson)	0.6190
Implied Volatility (Calls)	0.7564
Implied Volatility (Puts)	0.8540
Implied Volatility (Mean)	0.8052
Put-Call Implied Volatility Ratio	1.1291
Implied Volatility Skew	-0.0303
Option Statistics
Put-Call Ratio (Volume)	0.0294
Put-Call Ratio (Open Interest)	0.0303