Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Leverage Shares 2X Long OKTA Daily ETF (OKTG) had 120-Day Implied Volatility Skew of 0.0165 for 2026-04-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0051
Historical Volatility (Parkinson)	0.5485
Implied Volatility (Calls)	0.9289
Implied Volatility (Puts)	1.0000
Implied Volatility (Mean)	0.9645
Put-Call Implied Volatility Ratio	1.0766
Implied Volatility Skew	0.0165
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000