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.

Tradr 2X Long Innovation 100 Quarterly ETF (QQQP) had 30-Day Implied Volatility Skew of 0.0788 for 2026-06-04.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3111
Historical Volatility (Parkinson)	0.1314
Implied Volatility (Calls)	0.4151
Implied Volatility (Puts)	0.4230
Implied Volatility (Mean)	0.4190
Put-Call Implied Volatility Ratio	1.0190
Implied Volatility Skew	0.0788
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5000