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 Ultra Nasdaq Cloud Computing (SKYU) had 20-Day Implied Volatility Skew of 0.1254 for 2026-04-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7952
Historical Volatility (Parkinson)	0.3121
Implied Volatility (Calls)	0.6669
Implied Volatility (Puts)	0.6130
Implied Volatility (Mean)	0.6399
Put-Call Implied Volatility Ratio	0.9191
Implied Volatility Skew	0.1254
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.6667