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 -0.0315 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)	0.5284
Historical Volatility (Parkinson)	0.4345
Implied Volatility (Calls)	0.5466
Implied Volatility (Puts)	0.6732
Implied Volatility (Mean)	0.6099
Put-Call Implied Volatility Ratio	1.2315
Implied Volatility Skew	-0.0315
Option Statistics
Put-Call Ratio (Volume)	0.1429
Put-Call Ratio (Open Interest)	0.0553