Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

ProShares UltraShort Consumer Discretionary (SCC) had 20-Day Implied Volatility Skew of 0.0434 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3739
Historical Volatility (Parkinson)	0.2793
Implied Volatility (Calls)	1.2645
Implied Volatility (Puts)	1.4107
Implied Volatility (Mean)	1.3376
Put-Call Implied Volatility Ratio	1.1156
Implied Volatility Skew	0.0434
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000