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 Retail Bull 3X ETF (RETL) had 30-Day Implied Volatility Skew of 0.1358 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5571
Historical Volatility (Parkinson)	0.5322
Implied Volatility (Calls)	0.7743
Implied Volatility (Puts)	0.8558
Implied Volatility (Mean)	0.8151
Put-Call Implied Volatility Ratio	1.1053
Implied Volatility Skew	0.1358
Option Statistics
Put-Call Ratio (Volume)	18.3333
Put-Call Ratio (Open Interest)	0.7462