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.

Leverage Shares 2X Long TSLA Daily ETF (TSLG) had 180-Day Implied Volatility Skew of 0.0426 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8895
Historical Volatility (Parkinson)	0.7525
Implied Volatility (Calls)	1.1308
Implied Volatility (Puts)	0.8596
Implied Volatility (Mean)	0.9952
Put-Call Implied Volatility Ratio	0.7602
Implied Volatility Skew	0.0426
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1006