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.

Direxion Daily NVDA Bull 2X ETF (NVDU) had 30-Day Implied Volatility Skew of -0.0295 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9036
Historical Volatility (Parkinson)	0.6847
Implied Volatility (Calls)	0.8275
Implied Volatility (Puts)	0.8627
Implied Volatility (Mean)	0.8451
Put-Call Implied Volatility Ratio	1.0426
Implied Volatility Skew	-0.0295
Option Statistics
Put-Call Ratio (Volume)	0.7312
Put-Call Ratio (Open Interest)	0.3240