Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Direxion Daily Homebuilders & Supplies Bull 3X ETF (NAIL) had 120-Day Implied Volatility Skew of 0.0397 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8842
Historical Volatility (Parkinson)	0.7254
Implied Volatility (Calls)	0.9744
Implied Volatility (Puts)	0.9980
Implied Volatility (Mean)	0.9862
Put-Call Implied Volatility Ratio	1.0242
Implied Volatility Skew	0.0397
Option Statistics
Put-Call Ratio (Volume)	0.9205
Put-Call Ratio (Open Interest)	0.9113