Implied Volatility Skew (20-Day)

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

ProShares Ultra Copper K-1 Free ETF (UCOP) had 20-Day Implied Volatility Skew of 0.1792 for 2026-07-23.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4665
Historical Volatility (Parkinson)	0.1255
Implied Volatility (Calls)	0.5864
Implied Volatility (Puts)	0.6282
Implied Volatility (Mean)	0.6073
Put-Call Implied Volatility Ratio	1.0713
Implied Volatility Skew	0.1792
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000