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.

ProShares UltraPro Short QQQ (SQQQ) had 120-Day Implied Volatility Skew of -0.0662 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4950
Historical Volatility (Parkinson)	0.3655
Implied Volatility (Calls)	0.4577
Implied Volatility (Puts)	0.5473
Implied Volatility (Mean)	0.5025
Put-Call Implied Volatility Ratio	1.1958
Implied Volatility Skew	-0.0662
Option Statistics
Put-Call Ratio (Volume)	0.1065
Put-Call Ratio (Open Interest)	0.0753
Forward Price	9.92
Call Breakeven Price	14.16
Put Breakeven Price	9.07
Option Breakeven Price	13.80