Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of -0.0235 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)	0.7406
Historical Volatility (Parkinson)	0.6642
Implied Volatility (Calls)	0.9239
Implied Volatility (Puts)	0.8802
Implied Volatility (Mean)	0.9021
Put-Call Implied Volatility Ratio	0.9527
Implied Volatility Skew	-0.0235
Option Statistics
Put-Call Ratio (Volume)	0.0127
Put-Call Ratio (Open Interest)	0.2759