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.

GraniteShares 1.25x Long TSLA Daily ETF (TSL) had 120-Day Implied Volatility Skew of -0.0093 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4885
Historical Volatility (Parkinson)	0.4220
Implied Volatility (Calls)	0.5942
Implied Volatility (Puts)	0.6205
Implied Volatility (Mean)	0.6073
Put-Call Implied Volatility Ratio	1.0444
Implied Volatility Skew	-0.0093
Option Statistics
Put-Call Ratio (Volume)	0.2857
Put-Call Ratio (Open Interest)	0.0476