Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Leverage Shares 2X Long SPOT Daily ETF (SPOG) had 120-Day Implied Volatility Skew of 0.0319 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0184
Historical Volatility (Parkinson)	0.7036
Implied Volatility (Calls)	0.9485
Implied Volatility (Puts)	1.0646
Implied Volatility (Mean)	1.0066
Put-Call Implied Volatility Ratio	1.1224
Implied Volatility Skew	0.0319
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1024