Implied Volatility Skew (60-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 ETF (PILL) had 60-Day Implied Volatility Skew of 0.1996 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7286
Historical Volatility (Parkinson)	0.5841
Implied Volatility (Calls)	0.9698
Implied Volatility (Puts)	0.6542
Implied Volatility (Mean)	0.8120
Put-Call Implied Volatility Ratio	0.6746
Implied Volatility Skew	0.1996
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6579