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 SmallCap600 (SDD) had 20-Day Implied Volatility Skew of -0.9885 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)	0.2331
Historical Volatility (Parkinson)	0.1003
Implied Volatility (Calls)	0.9888
Implied Volatility (Puts)	0.4590
Implied Volatility (Mean)	0.7239
Put-Call Implied Volatility Ratio	0.4642
Implied Volatility Skew	-0.9885
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000