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.

Direxion Daily Dow Jones Internet Bull 3X ETF (WEBL) had 30-Day Implied Volatility Skew of 0.1019 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6534
Historical Volatility (Parkinson)	0.4980
Implied Volatility (Calls)	0.8533
Implied Volatility (Puts)	0.7086
Implied Volatility (Mean)	0.7809
Put-Call Implied Volatility Ratio	0.8304
Implied Volatility Skew	0.1019
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2677