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.

Tradr 1.5X Short NVDA Daily ETF (NVDS) had 30-Day Implied Volatility Skew of -0.1363 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)	0.3822
Historical Volatility (Parkinson)	0.2900
Implied Volatility (Calls)	0.5352
Implied Volatility (Puts)	0.6865
Implied Volatility (Mean)	0.6109
Put-Call Implied Volatility Ratio	1.2827
Implied Volatility Skew	-0.1363
Option Statistics
Put-Call Ratio (Volume)	0.7143
Put-Call Ratio (Open Interest)	0.1389