Implied Volatility Skew (20-Day)

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

Direxion Daily Technology Bull 3X ETF (TECL) had 20-Day Implied Volatility Skew of 0.1477 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7092
Historical Volatility (Parkinson)	0.4854
Implied Volatility (Calls)	0.8031
Implied Volatility (Puts)	0.7578
Implied Volatility (Mean)	0.7804
Put-Call Implied Volatility Ratio	0.9435
Implied Volatility Skew	0.1477
Option Statistics
Put-Call Ratio (Volume)	0.3673
Put-Call Ratio (Open Interest)	1.0755