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 2x Long TSLA Daily ETF (TSLR) had 30-Day Implied Volatility Skew of -0.0230 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6286
Historical Volatility (Parkinson)	0.5644
Implied Volatility (Calls)	0.9269
Implied Volatility (Puts)	0.8630
Implied Volatility (Mean)	0.8950
Put-Call Implied Volatility Ratio	0.9310
Implied Volatility Skew	-0.0230
Option Statistics
Put-Call Ratio (Volume)	0.1184
Put-Call Ratio (Open Interest)	0.1388