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 0.1308 for 2026-06-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9399
Historical Volatility (Parkinson)	0.3368
Implied Volatility (Calls)	0.9128
Implied Volatility (Puts)	0.8953
Implied Volatility (Mean)	0.9041
Put-Call Implied Volatility Ratio	0.9808
Implied Volatility Skew	0.1308
Option Statistics
Put-Call Ratio (Volume)	2.3448
Put-Call Ratio (Open Interest)	1.8793