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 UltraShort Consumer Staples (SZK) had 30-Day Implied Volatility Skew of 0.1199 for 2025-10-13.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1820
Historical Volatility (Parkinson)	0.1137
Implied Volatility (Calls)	0.6260
Implied Volatility (Puts)	0.6478
Implied Volatility (Mean)	0.6369
Put-Call Implied Volatility Ratio	1.0349
Implied Volatility Skew	0.1199
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0588