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.

ProShares Ultra Palladium K-1 Free ETF (UPAL) had 30-Day Implied Volatility Skew of 0.0541 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8436
Historical Volatility (Parkinson)	0.1812
Implied Volatility (Calls)	1.1371
Implied Volatility (Puts)	1.1423
Implied Volatility (Mean)	1.1397
Put-Call Implied Volatility Ratio	1.0046
Implied Volatility Skew	0.0541
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--