Implied Volatility Skew (150-Day)

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

GraniteShares 2x Long NVDA Daily ETF (NVDL) had 150-Day Implied Volatility Skew of 0.0400 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7519
Historical Volatility (Parkinson)	0.5777
Implied Volatility (Calls)	0.7003
Implied Volatility (Puts)	0.7226
Implied Volatility (Mean)	0.7114
Put-Call Implied Volatility Ratio	1.0319
Implied Volatility Skew	0.0400
Option Statistics
Put-Call Ratio (Volume)	0.1614
Put-Call Ratio (Open Interest)	0.3436