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 Homebuilders & Supplies Bull 3X ETF (NAIL) had 20-Day Implied Volatility Skew of 0.0130 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8490
Historical Volatility (Parkinson)	0.7475
Implied Volatility (Calls)	0.9793
Implied Volatility (Puts)	1.0209
Implied Volatility (Mean)	1.0001
Put-Call Implied Volatility Ratio	1.0424
Implied Volatility Skew	0.0130
Option Statistics
Put-Call Ratio (Volume)	3.1516
Put-Call Ratio (Open Interest)	1.1755