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 1.25x Long TSLA Daily ETF (TSL) had 180-Day Implied Volatility Skew of -0.0182 for 2026-04-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5191
Historical Volatility (Parkinson)	0.4391
Implied Volatility (Calls)	0.5608
Implied Volatility (Puts)	0.6149
Implied Volatility (Mean)	0.5879
Put-Call Implied Volatility Ratio	1.0965
Implied Volatility Skew	-0.0182
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000