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.

Tradr 1.5X Short NVDA Daily ETF (NVDS) had 20-Day Implied Volatility Skew of 0.1037 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6313
Historical Volatility (Parkinson)	0.4920
Implied Volatility (Calls)	0.5299
Implied Volatility (Puts)	0.7181
Implied Volatility (Mean)	0.6240
Put-Call Implied Volatility Ratio	1.3553
Implied Volatility Skew	0.1037
Option Statistics
Put-Call Ratio (Volume)	0.0833
Put-Call Ratio (Open Interest)	0.0973