Implied Volatility Skew (180-Day)

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

GraniteShares 2x Short TSLA Daily ETF (TSDD) had 180-Day Implied Volatility Skew of 0.0025 for 2026-07-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8891
Historical Volatility (Parkinson)	0.7581
Implied Volatility (Calls)	0.9226
Implied Volatility (Puts)	0.9756
Implied Volatility (Mean)	0.9491
Put-Call Implied Volatility Ratio	1.0575
Implied Volatility Skew	0.0025
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000