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.

GraniteShares 2x Long NVDA Daily ETF (NVDL) had 20-Day Implied Volatility Skew of 0.0485 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7421
Historical Volatility (Parkinson)	0.6965
Implied Volatility (Calls)	0.8346
Implied Volatility (Puts)	0.7396
Implied Volatility (Mean)	0.7871
Put-Call Implied Volatility Ratio	0.8863
Implied Volatility Skew	0.0485
Option Statistics
Put-Call Ratio (Volume)	1.6274
Put-Call Ratio (Open Interest)	1.5985