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 Small Cap Bull 3X ETF (TNA) had 120-Day Implied Volatility Skew of 0.0366 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6535
Historical Volatility (Parkinson)	0.5343
Implied Volatility (Calls)	0.6750
Implied Volatility (Puts)	0.6838
Implied Volatility (Mean)	0.6794
Put-Call Implied Volatility Ratio	1.0130
Implied Volatility Skew	0.0366
Option Statistics
Put-Call Ratio (Volume)	4.8040
Put-Call Ratio (Open Interest)	0.7596