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 ETF (TMF) had 30-Day Implied Volatility Skew of -0.0127 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2601
Historical Volatility (Parkinson)	0.1416
Implied Volatility (Calls)	0.2744
Implied Volatility (Puts)	0.2854
Implied Volatility (Mean)	0.2799
Put-Call Implied Volatility Ratio	1.0400
Implied Volatility Skew	-0.0127
Option Statistics
Put-Call Ratio (Volume)	1.2006
Put-Call Ratio (Open Interest)	0.8605