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 -0.2058 for 2026-03-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5686
Historical Volatility (Parkinson)	0.4427
Implied Volatility (Calls)	0.7769
Implied Volatility (Puts)	0.9568
Implied Volatility (Mean)	0.8668
Put-Call Implied Volatility Ratio	1.2316
Implied Volatility Skew	-0.2058
Option Statistics
Put-Call Ratio (Volume)	0.0268
Put-Call Ratio (Open Interest)	0.4410