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.

Direxion Daily 20+ Year Treasury Bull 3X Shares (TMF) had 30-Day Implied Volatility Skew of 0.0232 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2133
Historical Volatility (Parkinson)	0.1551
Implied Volatility (Calls)	0.2679
Implied Volatility (Puts)	0.2690
Implied Volatility (Mean)	0.2684
Put-Call Implied Volatility Ratio	1.0040
Implied Volatility Skew	0.0232
Option Statistics
Put-Call Ratio (Volume)	1.8382
Put-Call Ratio (Open Interest)	0.9309