Implied Volatility Skew (10-Day)

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

Direxion Daily Dow Jones Internet Bull 3X ETF (WEBL) had 10-Day Implied Volatility Skew of 0.0108 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8937
Historical Volatility (Parkinson)	0.6371
Implied Volatility (Calls)	0.7014
Implied Volatility (Puts)	0.6171
Implied Volatility (Mean)	0.6593
Put-Call Implied Volatility Ratio	0.8798
Implied Volatility Skew	0.0108
Option Statistics
Put-Call Ratio (Volume)	0.6000
Put-Call Ratio (Open Interest)	0.4476