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 Pharmaceutical & Medical Bull 3X Shares (PILL) had 30-Day Implied Volatility Skew of -0.0415 for 2025-08-29.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5455
Historical Volatility (Parkinson)	0.4194
Implied Volatility (Calls)	0.5732
Implied Volatility (Puts)	0.8112
Implied Volatility (Mean)	0.6922
Put-Call Implied Volatility Ratio	1.4153
Implied Volatility Skew	-0.0415
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.0709