Implied Volatility Skew (120-Day)

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

Direxion Daily Robotics, AI & Automation Index Bull 2X ETF (UBOT) had 120-Day Implied Volatility Skew of 0.1137 for 2026-07-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6490
Historical Volatility (Parkinson)	0.2931
Implied Volatility (Calls)	0.5975
Implied Volatility (Puts)	0.6326
Implied Volatility (Mean)	0.6151
Put-Call Implied Volatility Ratio	1.0588
Implied Volatility Skew	0.1137
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2143