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.

Direxion Daily Dow Jones Internet Bull 3X Shares (WEBL) had 20-Day Implied Volatility Skew of 0.1159 for 2025-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4334
Historical Volatility (Parkinson)	0.4103
Implied Volatility (Calls)	0.6827
Implied Volatility (Puts)	0.5658
Implied Volatility (Mean)	0.6242
Put-Call Implied Volatility Ratio	0.8287
Implied Volatility Skew	0.1159
Option Statistics
Put-Call Ratio (Volume)	0.8214
Put-Call Ratio (Open Interest)	1.0201