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 Travel & Vacation Bull 2X Shares (OOTO) had 30-Day Implied Volatility Skew of 0.1833 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5096
Historical Volatility (Parkinson)	0.2295
Implied Volatility (Calls)	1.2556
Implied Volatility (Puts)	1.6307
Implied Volatility (Mean)	1.4432
Put-Call Implied Volatility Ratio	1.2987
Implied Volatility Skew	0.1833
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1386