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 Bloomberg Crude Oil (SCO) had 20-Day Implied Volatility Skew of 0.1431 for 2026-03-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5725
Historical Volatility (Parkinson)	0.4387
Implied Volatility (Calls)	1.2303
Implied Volatility (Puts)	1.4063
Implied Volatility (Mean)	1.3183
Put-Call Implied Volatility Ratio	1.1431
Implied Volatility Skew	0.1431
Option Statistics
Put-Call Ratio (Volume)	1.0664
Put-Call Ratio (Open Interest)	0.6895