Implied Volatility Skew (180-Day)

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

Direxion Daily Gold Miners Index Bull 2X Shares (NUGT) had 180-Day Implied Volatility Skew of -0.0321 for 2024-05-31.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6447
Historical Volatility (Parkinson)	0.4689
Implied Volatility (Calls)	0.5519
Implied Volatility (Puts)	0.6341
Implied Volatility (Mean)	0.5930
Put-Call Implied Volatility Ratio	1.1491
Implied Volatility Skew	-0.0321
Option Statistics
Put-Call Ratio (Volume)	4.3768
Put-Call Ratio (Open Interest)	0.4348
Forward Price	41.89
Call Breakeven Price	51.30
Put Breakeven Price	30.20
Option Breakeven Price	46.31