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 XRP ETF (UXRP) had 20-Day Implied Volatility Skew of 3.1086 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0546
Historical Volatility (Parkinson)	0.5170
Implied Volatility (Calls)	1.8802
Implied Volatility (Puts)	6.0034
Implied Volatility (Mean)	3.9418
Put-Call Implied Volatility Ratio	3.1929
Implied Volatility Skew	3.1086
Option Statistics
Put-Call Ratio (Volume)	0.6111
Put-Call Ratio (Open Interest)	0.0846