Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0670 for 2025-10-14.

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 2025-10-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2499
Historical Volatility (Parkinson)	0.1979
Implied Volatility (Calls)	0.3052
Implied Volatility (Puts)	0.3509
Implied Volatility (Mean)	0.3280
Put-Call Implied Volatility Ratio	1.1498
Implied Volatility Skew	0.0670
Option Statistics
Put-Call Ratio (Volume)	6.0238
Put-Call Ratio (Open Interest)	4.2327