Implied Volatility (Mean) (10-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

GraniteShares 2x Short SK Hynix Daily ETF (SKDD) had 10-Day Implied Volatility (Mean) of 1.2264 for 2026-08-31.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8905
Historical Volatility (Parkinson)	0.6165
Implied Volatility (Calls)	1.3528
Implied Volatility (Puts)	1.1001
Implied Volatility (Mean)	1.2264
Put-Call Implied Volatility Ratio	0.8132
Implied Volatility Skew	-0.0955
Option Statistics
Put-Call Ratio (Volume)	1.8750
Put-Call Ratio (Open Interest)	0.1987