Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0167 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7344
Historical Volatility (Parkinson)	0.5509
Implied Volatility (Calls)	0.6048
Implied Volatility (Puts)	0.6260
Implied Volatility (Mean)	0.6154
Put-Call Implied Volatility Ratio	1.0350
Implied Volatility Skew	0.0167
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5000