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.

GraniteShares 2x Long VRT Daily ETF (VRTL) had 30-Day Implied Volatility Skew of 0.1192 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.7172
Historical Volatility (Parkinson)	1.0400
Implied Volatility (Calls)	1.3514
Implied Volatility (Puts)	1.4013
Implied Volatility (Mean)	1.3763
Put-Call Implied Volatility Ratio	1.0370
Implied Volatility Skew	0.1192
Option Statistics
Put-Call Ratio (Volume)	0.9084
Put-Call Ratio (Open Interest)	0.1825