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.

Direxion Daily Robotics, Artificial Intelligence & Automation Index Bull 2X Shares (UBOT) had 30-Day Implied Volatility Skew of 0.1637 for 2025-05-30.

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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4429
Historical Volatility (Parkinson)	0.2318
Implied Volatility (Calls)	0.4224
Implied Volatility (Puts)	0.3926
Implied Volatility (Mean)	0.4075
Put-Call Implied Volatility Ratio	0.9293
Implied Volatility Skew	0.1637
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0045