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 Homebuilders & Supplies Bull 3X ETF (NAIL) had 30-Day Implied Volatility Skew of 0.0116 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0663
Historical Volatility (Parkinson)	0.7727
Implied Volatility (Calls)	0.9780
Implied Volatility (Puts)	0.8324
Implied Volatility (Mean)	0.9052
Put-Call Implied Volatility Ratio	0.8512
Implied Volatility Skew	0.0116
Option Statistics
Put-Call Ratio (Volume)	1.5003
Put-Call Ratio (Open Interest)	0.5006