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) 30-Day Implied Volatility Skew data is not available for 2025-09-05.

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Figures for 2025-09-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3540
Historical Volatility (Parkinson)	0.2344
Implied Volatility (Calls)	0.3583
Implied Volatility (Puts)	0.4409
Implied Volatility (Mean)	0.3996
Put-Call Implied Volatility Ratio	1.2305
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4675