Implied Volatility Skew (120-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 Bear 3X ETF (TMV) had 120-Day Implied Volatility Skew of -0.0257 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2992
Historical Volatility (Parkinson)	0.2029
Implied Volatility (Calls)	0.3876
Implied Volatility (Puts)	0.4245
Implied Volatility (Mean)	0.4060
Put-Call Implied Volatility Ratio	1.0950
Implied Volatility Skew	-0.0257
Option Statistics
Put-Call Ratio (Volume)	0.2143
Put-Call Ratio (Open Interest)	0.1181