Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1626 for 2026-03-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2423
Historical Volatility (Parkinson)	0.2175
Implied Volatility (Calls)	0.3500
Implied Volatility (Puts)	0.3619
Implied Volatility (Mean)	0.3560
Put-Call Implied Volatility Ratio	1.0340
Implied Volatility Skew	0.1626
Option Statistics
Put-Call Ratio (Volume)	0.8785
Put-Call Ratio (Open Interest)	0.6835