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.

GraniteShares 2x Long QCOM Daily ETF (QCML) had 30-Day Implied Volatility Skew of 0.1195 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4410
Historical Volatility (Parkinson)	0.4466
Implied Volatility (Calls)	0.9837
Implied Volatility (Puts)	0.8062
Implied Volatility (Mean)	0.8949
Put-Call Implied Volatility Ratio	0.8195
Implied Volatility Skew	0.1195
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5941