Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Direxion Daily TSLA Bull 2X ETF (TSLL) had 20-Day Implied Volatility Skew of -0.0159 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)	0.6541
Historical Volatility (Parkinson)	0.5554
Implied Volatility (Calls)	1.0112
Implied Volatility (Puts)	1.0938
Implied Volatility (Mean)	1.0525
Put-Call Implied Volatility Ratio	1.0816
Implied Volatility Skew	-0.0159
Option Statistics
Put-Call Ratio (Volume)	0.1073
Put-Call Ratio (Open Interest)	0.5633