Implied Volatility Skew (180-Day)

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

ProShares Ultra S&P500 (SSO) had 180-Day Implied Volatility Skew of 0.0598 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2375
Historical Volatility (Parkinson)	0.1829
Implied Volatility (Calls)	0.3145
Implied Volatility (Puts)	0.3039
Implied Volatility (Mean)	0.3092
Put-Call Implied Volatility Ratio	0.9664
Implied Volatility Skew	0.0598
Option Statistics
Put-Call Ratio (Volume)	1.8286
Put-Call Ratio (Open Interest)	0.1794