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.

GraniteShares 2x Long MARA Daily ETF (MRAL) had 20-Day Implied Volatility Skew of 0.0381 for 2026-01-08.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-08

Volatility Metrics
Historical Volatility (Close-to-Close)	1.3060
Historical Volatility (Parkinson)	1.0857
Implied Volatility (Calls)	1.6741
Implied Volatility (Puts)	1.7091
Implied Volatility (Mean)	1.6916
Put-Call Implied Volatility Ratio	1.0209
Implied Volatility Skew	0.0381
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2058