Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0167 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6307
Historical Volatility (Parkinson)	0.3983
Implied Volatility (Calls)	0.5128
Implied Volatility (Puts)	0.5661
Implied Volatility (Mean)	0.5395
Put-Call Implied Volatility Ratio	1.1038
Implied Volatility Skew	0.0167
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.8512