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 Gold Miners Index Bull 2X Shares (NUGT) had 30-Day Implied Volatility Skew of -0.0560 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6353
Historical Volatility (Parkinson)	0.4487
Implied Volatility (Calls)	0.4099
Implied Volatility (Puts)	0.6708
Implied Volatility (Mean)	0.5403
Put-Call Implied Volatility Ratio	1.6367
Implied Volatility Skew	-0.0560
Option Statistics
Put-Call Ratio (Volume)	1.3823
Put-Call Ratio (Open Interest)	0.1591
Forward Price	41.64
Call Breakeven Price	45.81
Put Breakeven Price	34.84
Option Breakeven Price	44.32